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.
Links and resources #
- 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.
- A nice post on the mathematical foundations of Monte Carlo methods with lots of examples.