Monte Carlo method

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Related to Monte Carlo sampling: Monte Carlo simulation

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 ?
As shown in Monte Carlo sampling algorithm (Figure 1), first, considering the probability distribution for each variable, enough number of random numbers is generated.
Dunn, Kronmal, and Yee [65] computed, using Monte Carlo sampling, probabilities Pr{[max.
We then used Latin hypercube sampling, a modified Monte Carlo sampling procedure, to sample all of the probability density functions (ranges are given in the text).
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