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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Papers overview

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Highly Cited
2009
Highly Cited
2009
Particle Markov Chain Monte Carlo Methods
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
Sequential Monte Carlo Methods
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
Monte Carlo sampling methods using Markov chains and their applications
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
Monte Carlo Methods in Financial Engineering
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
Monte Carlo Localization for Mobile Robots
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 and quasi-Monte Carlo methods
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
Sequential Monte Carlo Methods for Dynamic Systems
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
Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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
Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics
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
Random Number Generation and Quasi-Monte Carlo Methods (H, Niederreiter)
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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