Monte Carlo Methods
The most common applications of Monte Carlo methods in numerical computations are for evaluating integrals. Monte Carlo methods can also be used in solving systems of equations (see Chapter 7 of Hammersley and Handscomb, 1964, for example), but other methods are generally better, especially for matrices that are not sparse.
KeywordsMonte Carlo Method Importance Sampling Monte Carlo Sample Monte Carlo Estimator Nonparametric Bootstrap
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