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Statements (33)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
computational algorithm
|
| gptkbp:characterizedBy |
random sampling
|
| gptkbp:developedBy |
1940s
|
| gptkbp:hasApplication |
option pricing
risk analysis Bayesian inference statistical physics particle transport |
| https://www.w3.org/2000/01/rdf-schema#label |
Monte Carlo methods
|
| gptkbp:namedAfter |
Monte Carlo Casino
|
| gptkbp:notableContributor |
gptkb:John_von_Neumann
gptkb:Nicholas_Metropolis gptkb:Stanislaw_Ulam |
| gptkbp:relatedTo |
gptkb:quasi-Monte_Carlo_methods
gptkb:central_limit_theorem gptkb:law_of_large_numbers gptkb:Markov_chain_Monte_Carlo importance sampling random number generation stochastic simulation variance reduction |
| gptkbp:usedFor |
gptkb:simulation
numerical integration optimization probability estimation |
| gptkbp:usedIn |
gptkb:machine_learning
engineering finance physics statistics |
| gptkbp:bfsParent |
gptkb:Numerical_Analysis
gptkb:machine_learning |
| gptkbp:bfsLayer |
4
|