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… (More)
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Highly Cited
2009
Highly Cited
2009
Markov chain Monte Carlo and sequential Monte Carlo methods have emerged as the two main tools to sample from high dimensional… (More)
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Highly Cited
2006
Highly Cited
2006
The Model • Markovian, nonlinear, non-Gaussian state-space model: • Described by • Observations arrive sequentially and are noisy… (More)
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Highly Cited
2005
Highly Cited
2005
A generalization of the sampling method introduced by Metropolis et al. (1953) is presented along with an exposition of the… (More)
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Highly Cited
2003
Highly Cited
2003
The first € price and the £ and $ price are net prices, subject to local VAT. Prices indicated with * include VAT for books; the… (More)
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Highly Cited
1999
Highly Cited
1999
To navigate reliably in indoor environments, a mobile robot must know where it is. Thus, reliable position estimation is a key… (More)
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Highly Cited
1998
Highly Cited
1998
Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N~^), is independent of… (More)
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Highly Cited
1998
Highly Cited
1998
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org… (More)
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Highly Cited
1995
Highly Cited
1995
Markov chain Monte Carlo methods for Bayesian computation have until recently been restricted to problems where the joint… (More)
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Highly Cited
1994
Highly Cited
1994
A new sequential data assimilation method is discussed. It is based on forecasting the error statistics using Monte Carlo methods… (More)
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Highly Cited
1993
Highly Cited
1993
192. At the beginnings of most chapters and sections of chapters, the authors motivate the reader by explaining verbally what… (More)
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