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Monte Carlo method

Known as: Monte Carlo simulations, Monte-Carlo simulation, Monte Carlo simulation technique 
Monte Carlo methods (or Monte Carlo experiments) are a broad class of computational algorithms that rely on repeated random sampling to obtain… Expand
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Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Review
2005
Review
2005
The Monte Carlo Method
This chapter is aimed at describing the Monte Carlo method for the simulation of grain growth and recrystallization. It has also… Expand
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Highly Cited
2004
Highly Cited
2004
Monte Carlo Statistical Methods
We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering… Expand
Highly Cited
2003
Highly Cited
2003
Monte Carlo Methods in Financial Engineering
Foundations.- Generating Random Numbers and Random Variables.- Generating Sample Paths.- Variance Reduction Techniques.- Quasi… Expand
Highly Cited
2003
Highly Cited
2003
Sequential Monte Carlo Methods in Practice
Marchenko, A. A., and Pastur, L. A. (1967), “Distribution of Eigenvalues for Some Sets of Random Matrices,” Mathematics of the… Expand
Highly Cited
2001
Highly Cited
2001
Sequential Monte Carlo Methods in Practice
Monte Carlo methods are revolutionizing the on-line analysis of data in fields as diverse as financial modeling, target tracking… Expand
Highly Cited
1999
Highly Cited
1999
Monte Carlo Methods in Statistical Physics
This book provides an introduction to Monte Carlo simulations in classical statistical physics and is aimed both at students… Expand
Highly Cited
1997
Highly Cited
1997
Markov Chain Monte Carlo in Practice
INTRODUCING MARKOV CHAIN MONTE CARLO Introduction The Problem Markov Chain Monte Carlo Implementation Discussion HEPATITIS B: A… Expand
Highly Cited
1993
Highly Cited
1993
MCNP-A General Monte Carlo N-Particle Transport Code
This manual is a practical guide for the use of our general-purpose Monte Carlo code MCNP. The first chapter is a primer for the… Expand
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Highly Cited
1992
Highly Cited
1992
Random number generation and Quasi-Monte Carlo methods
  • H. Niederreiter
  • CBMS-NSF regional conference series in applied…
  • 1992
    • Corpus ID: 121347446
Preface 1. Monte Carlo methods and Quasi-Monte Carlo methods 2. Quasi-Monte Carlo methods for numerical integration 3. Low… Expand
Highly Cited
1970
Highly Cited
1970
Monte Carlo Sampling Methods Using Markov Chains and Their Applications
SUMMARY A generalization of the sampling method introduced by Metropolis et al. (1953) is presented along with an exposition of… Expand
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