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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

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Review
2019
Review
2019
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
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
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
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
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
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 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
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
  • 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
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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