Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
numerical integration method
|
| gptkbp:advantage |
converges slowly compared to deterministic methods
handles high-dimensional integrals |
| gptkbp:application |
estimating definite integrals
simulating physical systems solving multidimensional integrals |
| gptkbp:basedOn |
random sampling
|
| gptkbp:contrastsWith |
gptkb:quasi-Monte_Carlo_method
deterministic quadrature |
| gptkbp:errorDecreasesAs |
1/sqrt(N) where N is number of samples
|
| https://www.w3.org/2000/01/rdf-schema#label |
Monte Carlo integration
|
| gptkbp:improves |
importance sampling
variance reduction techniques |
| gptkbp:namedAfter |
gptkb:Monte_Carlo,_Monaco
|
| gptkbp:originatedIn |
20th century
|
| gptkbp:output |
statistical estimate of integral
|
| gptkbp:relatedTo |
gptkb:Monte_Carlo_method
|
| gptkbp:requires |
generator
|
| gptkbp:usedIn |
computational mathematics
finance physics |
| gptkbp:bfsParent |
gptkb:Markov_chain
|
| gptkbp:bfsLayer |
5
|