PREFERRED TERM
Monte Carlo method
TYPE
-
http://www.irandoc.ac.ir/onto/irandoc-meta/Concept
BROADER CONCEPT
NARROWER CONCEPTS
- Box-Muller transform
- cellular Potts model
- crossed entropy method
- direct simulation Monte Carlo
- dynamic Monte Carlo method
- Ensemble-Kalman filter
- Gibbs sampling algorithm
- Gillespie algorithm
- importance sampling
- inverse transform sampling
- kinetic Monte Carlo
- Markov chain monte Carlo
- Marsaglia polar method
- Metropolis-Hastings algorithm
- parallel tempering
- quantum Monte Carlo
- quasi-Monte Carlo method
- rejection sampling
- reversible jump
- sequential Monte Carlo method
- variance reduction method
- VEGAS algorithm
RELATED CONCEPTS
- American option
- Bayesian problem
- Cholesky decomposition
- differential equation
- distribution theory
- equilibrium statistical mechanics
- financial mathematics
- Markov chain
- Monte Carlo integration
- multivariate analysis
- parametric inference
- quasi random number
- queuing process
- random field
- recursive algorithm
- resampling method
- sampling theory
IN OTHER LANGUAGES
روش مونت کارلو
Persian
URI
http://www.irandoc.acir/onto/irandoc/MAT0001805