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Statements (30)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:computational_algorithm
|
| gptkbp:appliesTo |
gptkb:mathematics
engineering finance physics statistics |
| gptkbp:basedOn |
random sampling
|
| gptkbp:category |
numerical analysis
computational statistics |
| gptkbp:developedBy |
1940s
|
| gptkbp:feature |
gptkb:stochastic_process
gptkb:law_of_large_numbers convergence to expected value |
| gptkbp:namedAfter |
Monte Carlo
|
| gptkbp:notableFigure |
gptkb:John_von_Neumann
gptkb:Nicholas_Metropolis gptkb:Stanislaw_Ulam |
| gptkbp:relatedTo |
gptkb:Quasi-Monte_Carlo_method
gptkb:Markov_chain_Monte_Carlo importance sampling variance reduction |
| gptkbp:requires |
gptkb:generator
|
| gptkbp:usedFor |
gptkb:simulation
numerical integration optimization probability estimation |
| gptkbp:bfsParent |
gptkb:Stanislaw_Ulam
gptkb:Stanley_P._Frankel |
| gptkbp:bfsLayer |
4
|
| https://www.w3.org/2000/01/rdf-schema#label |
Monte Carlo method
|