منابع مشابه
33 . Monte Carlo Techniques
Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample random variables governed by complicated probability density functions. Here we describe an assortment of methods for sampling some commonly occurring probability density functions. Most Monte Carlo sampling or integration techniques assume a " random number generator, " which generates uniform ...
متن کاملTutorial on Monte Carlo Techniques
Monte Carlo (MC) technique is a numerical method that makes use of random numbers to solve mathematical problems for which an analytical solution is not known. The first article, “The Monte Carlo Method” by Metropolis and Ulam, has appeared for the first time in 1949 [9], even though well before that certain statistical problems were solved using random numbers. Since the simulation of random n...
متن کاملProof techniques in quasi-Monte Carlo theory
In this survey paper we discuss some tools and methods which are of use in quasiMonte Carlo (QMC) theory. We group them in chapters on Numerical Analysis, Harmonic Analysis, Algebra and Number Theory, and Probability Theory. We do not provide a comprehensive survey of all tools, but focus on a few of them, including reproducing and covariance kernels, Littlewood-Paley theory, Riesz products, Mi...
متن کاملVariance Reduction Techniques in Monte Carlo Methods
Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the introduction of computers. This increased computer power has stimulated simulation analysts to develo...
متن کاملTECHNIQUES for EFFICIENT MONTE CARLO SIMULATION
Many Monte Carlo simulation problems lend themselves readily to the application of variance reduction techniques. These techniques can result in great improvements in simulation efficiency. This document describes the basic concepts of variance reduction (Part I), and a methodology for application of variance reduction techniques is presented in Part II. Appendices include the basic analytical ...
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ژورنال
عنوان ژورنال: Acta Crystallographica Section A Foundations of Crystallography
سال: 2000
ISSN: 0108-7673
DOI: 10.1107/s0108767300023254