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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
2019
Review
2019
Monte Carlo Gradient Estimation in Machine Learning
This paper is a broad and accessible survey of the methods we have at our disposal for Monte Carlo gradient estimation in machine… 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
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Highly Cited
2004
Highly Cited
2004
A new method for combining NLO QCD with shower Monte Carlo algorithms
I show that with simple extensions of the shower algorithms in Monte Carlo programs, one can implement NLO corrections to the… Expand
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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
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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
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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
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Highly Cited
1998
Highly Cited
1998
Monte Carlo and quasi-Monte Carlo methods
Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O ( N −1/2 ), is independent of… Expand
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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
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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… Expand
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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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