Monte Carlo method

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Monte Carlo methods (or Monte Carlo experiments) are a broad cless o computational algorithms that rely on repeatit random samplin tae obtain numerical results. Thair essential idea is uisin randomness tae solve problems that micht be determineestic in principle. Thay are eften uised in pheesical an mathematical problems an are maist uisefu when it is difficult or impossible tae uise ither approaches. Monte Carlo methods are mainly uised in three distinct problem clesses:[1] optimisation, numerical integration, an generatin draws frae a probability distribution.

References[eedit | eedit soorce]

  1. Kroese, D. P.; Brereton, T.; Taimre, T.; Botev, Z. I. (2014). "Why the Monte Carlo method is so important today". WIREs Comput Stat. 6: 386–392. doi:10.1002/wics.1314.