Monte Carlo sampling

GPTKB entity

Statements (28)
Predicate Object
gptkbp:instanceOf statistical analysis
gptkbp:appliesTo optimization
risk analysis
Bayesian inference
uncertainty quantification
high-dimensional problems
https://www.w3.org/2000/01/rdf-schema#label Monte Carlo sampling
gptkbp:inventedBy gptkb:John_von_Neumann
gptkb:Stanislaw_Ulam
gptkbp:namedAfter Monte Carlo Casino
gptkbp:originatedIn 1940s
gptkbp:purpose approximate integrals
estimate numerical results
solve complex problems
gptkbp:relatedTo gptkb:Monte_Carlo_method
gptkb:organization
gptkb:simulation
numerical integration
random sampling
gptkbp:requires generator
gptkbp:usedIn gptkb:machine_learning
gptkb:mathematics
engineering
finance
physics
statistics
gptkbp:bfsParent gptkb:Rao-Blackwellized_particle_filter
gptkbp:bfsLayer 6