The MCQMC Conference is a biennial meeting on Monte Carlo and quasi-Monte Carlo methods. It focuses on recent research related to the following topics:
- Monte Carlo, quasi-Monte Carlo, Markov chain Monte Carlo
- Digital nets and lattice rules
- Discrepancy theory
- Complexity and tractability of multivariate problems
- Multi-level Monte Carlo
- Sequential Monte Carlo and particle methods
- Rare event simulation
- Randomized quasi-Monte Carlo
- Variance reduction methods
- MC/QMC methods in physics, chemistry, finance, computer graphics, machine learning, and other areas