A Retrospective and Prospective Survey of the Monte Carlo Method
From MaRDI portal
Publication:5588973
DOI10.1137/1012001zbMath0193.46901OpenAlexW2164895118MaRDI QIDQ5588973
Publication date: 1970
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: http://digital.library.wisc.edu/1793/57478
Related Items
Optimal Formulae of the Conditional Monte Carlo, Monte Carlo methods for the solution of nonlinear partial differential equations, Unbiased Monte Carlo evaluation of certain functional integrals, Sequential Monto Carlo techniques for the solution of linear systems, A variational approach to stochastic nonlinear problems, Theoretical and empirical convergence results for additive congruential random number generators, Phase space methods and path integration: the analysis and computation of scalar wave equations, Finding the likely behaviors of static continuous nonlinear systems, A Monte Carlo strategy for data-based mathematical modeling, SYSTOLIC MATRIX INVERSION USING A MONTE CARLO METHOD, [https://portal.mardi4nfdi.de/wiki/Publication:5613615 Sur la discr�pance des suites al�atoires], Randomization for continuous problems, ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers, Monte Carlo inference methods in population genetics, On the Voronoi Regions of Certain Lattices, Fast Randomized Iteration: Diffusion Monte Carlo through the Lens of Numerical Linear Algebra, A classified bibliography of Monte Carlo studies in econometrics, The Monte Carlo method, Computational methods of linear algebra, Adaptive estimation procedures for multi-parameter Monte Carlo computations, Optimal transshipment of products, Unnamed Item, An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems, On the influence of uncertainty in computational simulations of a high-speed jet flow from an aircraft exhaust, Random sequences in generalized Cantor sets, On scrambled Halton sequences, A Complete Guide to Gamma Variate Generation, Optimal antithetic sampling plans, Mean-square discrepancies of the Hammersley and Zaremba sequences for arbitrary radix, Adaptive Monte Carlo methods for matrix equations with applications, Proximal algorithms and temporal difference methods for solving fixed point problems, A Monte Carlo study of autoregressive integrated moving average processes, A new algorithm for adaptive multidimensional integration, Uncertainty propagation in dynamical systems, Variance reduction techniques for the simulation of Markov process. II: Matrix iterative methods, Projected equation methods for approximate solution of large linear systems, Reject the rejection technique, Pseudo-random trees: Multiple independent sequence generators for parallel and branching computations, Evaluation of the discrepancy of the linear congruential pseudo-random number sequences, The extreme and \(L^2\) discrepancies of some plane sets, Quasi-Monte Carlo methods and pseudo-random numbers, On a number-theoretical integration method, Randomized exponential transformation algorithm for solving the stochastic problems of gamma-ray transport theory, The ages of mutations in gene trees, A supplement to sowey's bibliography on random number generation and related topics, Why Monte Carlo Simulations Are Inferences and Not Experiments, About one Monte Carlo method for solving linear equations, A simulation-based approach to stochastic dynamic programming
