Why the Monte Carlo method is so important today

DOI10.1002/WICS.1314MaRDI QIDQ6604424zbMATH OpenWikidataFDO

Authors Dirk P. Kroese, Tim Brereton, Thomas Taimre, Z. I. Botev

Publication date 12 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

MCMCsimulationestimationMonte Carlo methodrandomized optimization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cited in

(3)

• A weight Monte Carlo estimation of fluctuations in branching processes
• Tsallis entropy of uncertain sets and its application to portfolio allocation
• A Monte Carlo approach to understanding the impacts of initial-condition uncertainty, model uncertainty, and simulation variability on the predictability of chaotic systems: perspectives from the one-dimensional logistic map

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