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Monte Carlo method
Known as:
Monte Carlo simulations
, Monte-Carlo simulation
, Monte Carlo simulation technique
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Monte Carlo methods (or Monte Carlo experiments) are a broad class of computational algorithms that rely on repeated random sampling to obtain…
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Related topics
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ASTAP
Agent-based model
Ambient occlusion
Analog signal
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Papers overview
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Highly Cited
2004
Highly Cited
2004
Monte Carlo Statistical Methods
C. Robert
,
G. Casella
Springer Texts in Statistics
2004
Corpus ID: 61502973
We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering…
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Highly Cited
2003
Highly Cited
2003
Monte Carlo Methods in Financial Engineering
P. Glasserman
2003
Corpus ID: 60896016
Foundations.- Generating Random Numbers and Random Variables.- Generating Sample Paths.- Variance Reduction Techniques.- Quasi…
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Highly Cited
2003
Highly Cited
2003
Sequential Monte Carlo Methods in Practice
K. Mardia
,
Kent
,
Bibby
,
T. Robinson
2003
Corpus ID: 7923659
Sequential importance sampling (cid:2)SIS(cid:3) was (cid:4)rst developed in (cid:5)(cid:6)(cid:7)(cid:8)s for molecular…
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Highly Cited
2001
Highly Cited
2001
Sequential Monte Carlo Methods in Practice
A. Doucet
,
N. D. Freitas
,
N. Gordon
Statistics for Engineering and Information…
2001
Corpus ID: 30176573
Monte Carlo methods are revolutionizing the on-line analysis of data in fields as diverse as financial modeling, target tracking…
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Review
2000
Review
2000
Monte Carlo Statistical Methods
Hoon Kim
Technometrics
2000
Corpus ID: 33807429
dents. The first six chapters, the sixth added since the first edition, cover mixing processes, density and regression estimation…
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Highly Cited
1999
Highly Cited
1999
Monte Carlo Methods in Statistical Physics
M. Newman
,
G. Barkema
1999
Corpus ID: 60541487
This book provides an introduction to Monte Carlo simulations in classical statistical physics and is aimed both at students…
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Highly Cited
1993
Highly Cited
1993
MCNP-A General Monte Carlo N-Particle Transport Code
J. F. Briesmeister
1993
Corpus ID: 123810257
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…
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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…
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Highly Cited
1981
Highly Cited
1981
Simulation and the Monte Carlo method
R. Rubinstein
Wiley series in probability and mathematical…
1981
Corpus ID: 39230485
From the Publisher: Provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods…
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Highly Cited
1970
Highly Cited
1970
Monte Carlo Sampling Methods Using Markov Chains and Their Applications
W. K. Hastings
1970
Corpus ID: 21204149
SUMMARY A generalization of the sampling method introduced by Metropolis et al. (1953) is presented along with an exposition of…
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