Hickernell Gives Plenary Lecture at International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

Fred J. Hickernell, chair and professor of applied mathematics, gave a plenary lecture at the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, February 13-17 in Sydney, Australia. In his lecture, "Monte Carlo Algorithms Where Integrand Size Is Unknown," Hickernell described a theory to justify practical Monte Carlo algorithms that estimate the sample size needed to attain a prescribed accuracy. In addition, Hickernell chaired an open forum at the conference on "Opportunities and Challenges for Massively Parallel Monte Carlo."