Tutorial on Monte Carlo Techniques
نویسنده
چکیده
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 numbers is very time consuming, MC has became practical only with the advent of computers.
منابع مشابه
Second proofsEditors
This article reports on the contents of a tutorial session at MCQMC 2008. The tutorial explored various places in statistics where Monte Carlo methods can be used. There was a special emphasis on areas where Quasi-Monte Carlo ideas have been or could be applied, as well as areas that look like they need more research.
متن کاملMonte Carlo and Quasi-Monte Carlo for Statistics
This article reports on the contents of a tutorial session at MCQMC 2008. The tutorial explored various places in statistics where Monte Carlo methods can be used. There was a special emphasis on areas where Quasi-Monte Carlo ideas have been or could be applied, as well as areas that look like they need more research.
متن کاملMonte Carlo Integration in Bayesian Estimation
Prologue The goal of this tutorial presentation is to focus on the pervasiveness of Monte-Carlo integration and importance sampling in Bayesian estimation, in general, and in particle filtering, in particular. This tutorial is a continuation of my tutorial: " ML, MAP, and Bayesian — The Holy Trinity of Parameter Estimation and Data Prediction " that can be downloaded from:
متن کاملBayesian semiparametric regression based on MCMC techniques: A tutorial
This tutorial demonstrates the usage of BayesX for analysing Bayesian semiparametric regression models based on MCMC techniques. As an example we consider data on undernutrition of children in Zambia. The tutorial is designed to be self-contained and describes all features of BayesX in detail, that will be needed throughout the tutorial. Therefore it may also serve as a first introduction into ...
متن کاملMonte Carlo Methods
This tutorial describes numerical methods that are known as Monte Carlo methods. It starts with a basic description of the principles of Monte Carlo methods. It then discusses four individual Monte Carlo methods, describing each individual method and illustrating their use in calculating an integral. These four methods have been implemented in my example program 8.2, and the results from these ...
متن کامل