Monte Carlo method

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Monte Carlo method

n.
A computer-simulation technique that uses random samples and other statistical methods to find approximate solutions to mathematical or physical problems.

[After Monte Carlo.]

Monte Carlo method

n
(Statistics) a heuristic mathematical technique for evaluation or estimation of intractable problems by probabilistic simulation and sampling
[C20: named after the casino at Monte Carlo, where systems for winning at roulette, etc, are often tried]
References in periodicals archive ?
This is why an assistant algorithm, to be run alongside the Monte Carlo algorithm, seems necessary to provide an estimation of the failure probability with lower samples numbers.
A single-spin movement Monte Carlo algorithm was used for obtaining equilibrium thermodynamic properties [19].
Clinicians also utilise the latest techniques in treatment planning, the Monte Carlo algorithm, to precisely calculate how radiation is distributed across the in-homogenous tissues in the chest cavity in order to get the best treatment outcomes.
The authors develop a sequential Monte Carlo algorithm that delivers an estimate of the likelihood function of the model using simulation methods.
This paper extends the model to take into account item families with constructed response items, and designs a Markov chain Monte Carlo algorithm for the Bayesian estimation of model parameters.
DRC will be demonstrating Monte Carlo algorithm acceleration in their SC07 booth, for visitors involved in image processing, scientific, financial and other areas of high performance computing.