- Monte Carlo estimate
- оценка, полученная методом Монте-Карло
The English-Russian dictionary on reliability and quality control. 2015.
Monte Carlo estimate
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Monte Carlo integration — An illustration of Monte Carlo integration. In this example, the domain D is the inner circle and the domain E is the square. Because the square s area can be easily calculated, the area of the circle can be estimated by the ratio (0.8) of the… … Wikipedia
Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… … Wikipedia
Monte Carlo method in statistical physics — Monte Carlo in statistical physics refers to the application of the Monte Carlo method to problems in statistical physics, or statistical mechanics. Contents 1 Overview 2 Importance sampling 2.1 Canonical … Wikipedia
Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics … Wikipedia
Monte Carlo method — noun a method of computer simulation in which probabilistic methods are employed to estimate a solution to problems too complex or ill defined to program directly. {from Monte Carlo} …
Monte Carlo method — n. Statistics a method of using the random sampling of numbers in order to estimate the solution to a numerical problem. Etymology: Monte Carlo in Monaco, famous for its gambling casino … Useful english dictionary
Monte Carlo method — artificial replication, usually by computer, of a sampling experiment; used to estimate a probability … Medical dictionary
Diffusion Monte Carlo — (DMC) is a quantum Monte Carlo method that uses a Green s function to solve the Schrödinger equation. DMC is potentially numerically exact, meaning that it can find the exact ground state energy within a given error for any quantum system. When… … Wikipedia
Variational Monte Carlo — Variational Monte Carlo(VMC) is a quantum Monte Carlo method that applies the variational method to approximate the ground state of the system. The expectation value necessary can be written in the x representation as frac{langle Psi(a) | H |… … Wikipedia
Importance sampling — In statistics, importance sampling is a general technique for estimating the properties of a particular distribution, while only having samples generated from a different distribution rather than the distribution of interest. Depending on the… … Wikipedia
VEGAS algorithm — The VEGAS algorithm, due to G. P. Lepage, is a method for reducing error in the Monte Carlo simulation by using a known or approximate probability distribution function to concentrate the search in those areas of the graph that make the greatest… … Wikipedia
