Skip to search formSkip to main contentSkip to account menu

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… 
Wikipedia (opens in a new tab)

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
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… 
Highly Cited
2003
Highly Cited
2003
Foundations.- Generating Random Numbers and Random Variables.- Generating Sample Paths.- Variance Reduction Techniques.- Quasi… 
Highly Cited
2003
Highly Cited
2003
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… 
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… 
Review
2000
Review
2000
  • 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… 
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… 
Highly Cited
1993
Highly Cited
1993
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… 
Highly Cited
1992
Highly Cited
1992
  • 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… 
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… 
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…