A Retrospective and Prospective Survey of the Monte Carlo Method

Cited in

(50)

Projected equation methods for approximate solution of large linear systems
Sequential Monto Carlo techniques for the solution of linear systems
Propagating uncertainty through system dynamics in reproducing kernel Hilbert space
A supplement to sowey's bibliography on random number generation and related topics
On the Voronoi Regions of Certain Lattices
A classified bibliography of Monte Carlo studies in econometrics
Fast randomized iteration: diffusion Monte Carlo through the Lens of numerical linear algebra
Sur la discr�pance des suites al�atoires
A variational approach to stochastic nonlinear problems
Phase space methods and path integration: the analysis and computation of scalar wave equations
SYSTOLIC MATRIX INVERSION USING A MONTE CARLO METHOD
Variance reduction techniques for the simulation of Markov process. II: Matrix iterative methods
Reject the rejection technique
Uncertainty propagation in dynamical systems
Why Monte Carlo Simulations Are Inferences and Not Experiments
Computational methods of linear algebra
Quasi-Monte Carlo methods and pseudo-random numbers
An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems
A Monte Carlo strategy for data-based mathematical modeling
Optimal transshipment of products
A Monte Carlo study of autoregressive integrated moving average processes
Monte Carlo methods for the solution of nonlinear partial differential equations
A Complete Guide to Gamma Variate Generation
Optimal antithetic sampling plans
The ages of mutations in gene trees
Theoretical and empirical convergence results for additive congruential random number generators
A simulation-based approach to stochastic dynamic programming
Optimal Formulae of the Conditional Monte Carlo
ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers
scientific article; zbMATH DE number 7733115 (Why is no real title available?)
Mean-square discrepancies of the Hammersley and Zaremba sequences for arbitrary radix
The Monte Carlo method
The extreme and \(L^2\) discrepancies of some plane sets
Monte Carlo inference methods in population genetics
Randomized exponential transformation algorithm for solving the stochastic problems of gamma-ray transport theory
Random sequences in generalized Cantor sets
Adaptive Monte Carlo methods for matrix equations with applications
Unbiased Monte Carlo evaluation of certain functional integrals
Evaluation of the discrepancy of the linear congruential pseudo-random number sequences
Pseudo-random trees: Multiple independent sequence generators for parallel and branching computations
A new algorithm for adaptive multidimensional integration
Adaptive estimation procedures for multi-parameter Monte Carlo computations
Finding the likely behaviors of static continuous nonlinear systems
About one Monte Carlo method for solving linear equations
On a number-theoretical integration method
Uncertainty quantification for Fisher-Kolmogorov equation on graphs with application to patient-specific Alzheimer's disease
Randomization for continuous problems
On the influence of uncertainty in computational simulations of a high-speed jet flow from an aircraft exhaust
On scrambled Halton sequences
Proximal algorithms and temporal difference methods for solving fixed point problems

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