Monte Carlo methods #

Monte Carlo methods, or simulations, or experiments, is a very general term for using sampling and probabilistic arguments to obtain numerical results.

  • A very nice introduction to some common Monte Carlo applications with code and plots.
  • A cool paper on “embarrassingly parallel” Monte Carlo methods.
  • Something to read in the future: a nice post on how Markov chain Monte Carlo (MCMC) sampling from the posterior (see Bayesian statistics) works.