메뉴 건너뛰기




Volumn 6, Issue 6, 2014, Pages 386-392

Why the Monte Carlo method is so important today

Author keywords

Estimation; MCMC; Monte Carlo method; Randomized optimization; Simulation

Indexed keywords

ESTIMATION;

EID: 84927939029     PISSN: 19395108     EISSN: 19390068     Source Type: Journal    
DOI: 10.1002/wics.1314     Document Type: Article
Times cited : (550)

References (56)
  • 2
    • 0026370202 scopus 로고
    • Estimation of network reliability using graph evolution models
    • Elperin T, Gertsbakh IB, Lomonosov M. Estimation of network reliability using graph evolution models. IEEE Trans Reliab 1991, 40:572-581.
    • (1991) IEEE Trans Reliab , vol.40 , pp. 572-581
    • Elperin, T.1    Gertsbakh, I.B.2    Lomonosov, M.3
  • 9
    • 0030212126 scopus 로고    scopus 로고
    • Probabilistic roadmaps for path planning in high-dimensional configuration spaces
    • Kavraki LE, Svestka P, Latombe J-C, Overmars MH. Probabilistic roadmaps for path planning in high-dimensional configuration spaces. IEEE Trans Robot Autom 1996, 12:566-580.
    • (1996) IEEE Trans Robot Autom , vol.12 , pp. 566-580
    • Kavraki, L.E.1    Svestka, P.2    Latombe, J.-C.3    Overmars, M.H.4
  • 10
    • 0004999243 scopus 로고
    • The beginning of the Monte Carlo method
    • Metropolis N. The beginning of the Monte Carlo method. Los Alamos Sci 1987, 15:125-130.
    • (1987) Los Alamos Sci , vol.15 , pp. 125-130
    • Metropolis, N.1
  • 13
    • 76749120353 scopus 로고    scopus 로고
    • New capabilities for Monte Carlo simulation of deuteron transport and secondary products generation
    • Sauvan P, Sanz J, Ogando F. New capabilities for Monte Carlo simulation of deuteron transport and secondary products generation. Nucl Instrum Methods Phys Res A 2010, 614:323-330.
    • (2010) Nucl Instrum Methods Phys Res A , vol.614 , pp. 323-330
    • Sauvan, P.1    Sanz, J.2    Ogando, F.3
  • 14
    • 0017030517 scopus 로고
    • A general method for numerically simulating the stochastic time evolution of coupled chemical reactions
    • Gillespie DT. A general method for numerically simulating the stochastic time evolution of coupled chemical reactions. J Comput Phys 1976, 22:403-434.
    • (1976) J Comput Phys , vol.22 , pp. 403-434
    • Gillespie, D.T.1
  • 15
    • 33645429016 scopus 로고
    • Exact stochastic simulation of coupled chemical reactions
    • Gillespie DT. Exact stochastic simulation of coupled chemical reactions. J Phys Chem 1977, 81:2340-2361.
    • (1977) J Phys Chem , vol.81 , pp. 2340-2361
    • Gillespie, D.T.1
  • 17
    • 29144514328 scopus 로고    scopus 로고
    • The cosmological simulation code gadget-2
    • Springel V. The cosmological simulation code gadget-2. Mon Not R Astron Soc 2005, 364:1105-1134.
    • (2005) Mon Not R Astron Soc , vol.364 , pp. 1105-1134
    • Springel, V.1
  • 18
    • 0035882002 scopus 로고    scopus 로고
    • Monte Carlo analysis of the spectral photon emission and extraction efficiency of organic light-emitting devices
    • Badano A, Kanicki J. Monte Carlo analysis of the spectral photon emission and extraction efficiency of organic light-emitting devices. J Appl Phys 2001, 90:1827-1830.
    • (2001) J Appl Phys , vol.90 , pp. 1827-1830
    • Badano, A.1    Kanicki, J.2
  • 22
    • 33747349191 scopus 로고
    • Nonuniversal critical dynamics in Monte Carlo simulations
    • Swendsen RH, Wang J-S. Nonuniversal critical dynamics in Monte Carlo simulations. Phys Rev Lett 1987, 58:86-88.
    • (1987) Phys Rev Lett , vol.58 , pp. 86-88
    • Swendsen, R.H.1    Wang, J.-S.2
  • 23
    • 0008657127 scopus 로고
    • Monte Carlo estimates of percolation probabilities for various lattices
    • Frisch HL, Hammersley JM, Welsh DJ. Monte Carlo estimates of percolation probabilities for various lattices. Phys Rev 1962, 126:949-951.
    • (1962) Phys Rev , vol.126 , pp. 949-951
    • Frisch, H.L.1    Hammersley, J.M.2    Welsh, D.J.3
  • 26
    • 0004949660 scopus 로고
    • Randomized algorithms in combinatorial optimization
    • Lovász L. Randomized algorithms in combinatorial optimization. DIMACS Ser Discrete Math Theor Comput Sci 1995, 25:153-179.
    • (1995) DIMACS Ser Discrete Math Theor Comput Sci , vol.25 , pp. 153-179
    • Lovász, L.1
  • 30
    • 0000605667 scopus 로고
    • Options: a Monte Carlo approach
    • Boyle P. Options: a Monte Carlo approach. J Financ Econ 1977, 4:323-338.
    • (1977) J Financ Econ , vol.4 , pp. 323-338
    • Boyle, P.1
  • 31
    • 61449162945 scopus 로고    scopus 로고
    • Multilevel Monte Carlo path simulation
    • Giles MB. Multilevel Monte Carlo path simulation. Oper Res 2008, 56:607-617.
    • (2008) Oper Res , vol.56 , pp. 607-617
    • Giles, M.B.1
  • 37
    • 0021518209 scopus 로고
    • Stochastic relaxation, Gibbs distribution and the Bayesian restoration of images
    • Geman S, Geman D. Stochastic relaxation, Gibbs distribution and the Bayesian restoration of images. IEEE Trans Pattern Anal Mach Intell 1984, 6:721-741.
    • (1984) IEEE Trans Pattern Anal Mach Intell , vol.6 , pp. 721-741
    • Geman, S.1    Geman, D.2
  • 41
    • 34250354563 scopus 로고    scopus 로고
    • Convergence properties of the cross-entropy method for discrete optimization
    • Costa A, Jones OD, Kroese DP. Convergence properties of the cross-entropy method for discrete optimization. Oper Res Lett 2007, 35:573-580.
    • (2007) Oper Res Lett , vol.35 , pp. 573-580
    • Costa, A.1    Jones, O.D.2    Kroese, D.P.3
  • 43
    • 17444377167 scopus 로고    scopus 로고
    • On the convergence of the cross-entropy method
    • Margolin L. On the convergence of the cross-entropy method. Ann Oper Res 2005, 134:201-214.
    • (2005) Ann Oper Res , vol.134 , pp. 201-214
    • Margolin, L.1
  • 44
  • 46
    • 84863556279 scopus 로고    scopus 로고
    • Improved cross-entropy method for estimation
    • Chan JCC, Kroese DP. Improved cross-entropy method for estimation. Stat Comput 2012, 22:1031-1040.
    • (2012) Stat Comput , vol.22 , pp. 1031-1040
    • Chan, J.C.C.1    Kroese, D.P.2
  • 51
    • 84939279339 scopus 로고    scopus 로고
    • In addition to the references in the text, further information on Monte Carlo techniques may be found in the following references.
    • In addition to the references in the text, further information on Monte Carlo techniques may be found in the following references.
  • 56
    • 0004020933 scopus 로고    scopus 로고
    • 3rd ed. New York: Academic Press
    • Ross SM. Simulation. 3rd ed. New York: Academic Press; 2002.
    • (2002) Simulation
    • Ross, S.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.