Monte Carlo Methods and Importance Sampling

@inproceedings{Anderson2000MonteCM,
  title={Monte Carlo Methods and Importance Sampling},
  author={Eric C. Anderson},
  year={2000}
}
History and definition: The term “Monte Carlo” was apparently first used by Ulam and von Neumann as a Los Alamos code word for the stochastic simulations they applied to building better atomic bombs. Their methods, involving the laws of chance, were aptly named after the international gaming destination; the moniker stuck and soon after the War a wide range of sticky problems yielded to the new techniques. Despite the widespread use of the methods, and numerous descriptions of them in articles… CONTINUE READING
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