Εισαγωγή σε μεθόδους Monte Carlo
Περιγραφή θέματος
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Λέξεις κλειδιά: Monte Carlo methods, μέθοδοι Monte Carlo, Monte Carlo simulation, Stochastic simulation, stochastic system, Buffon's needle.
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Λέξεις κλειδιά: Monte Carlo integration, random numbers generators, strong law of large numbers, central limit theorem, RNG, RANDU
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Λέξεις κλειδιά: sampling methods, CDF, inverse method, rejection sampling, importance sampling,
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Λέξεις κλειδιά: Αλυσίδες Markov, Markov chains, Marcov Chains Monte Carlo algorithms, MCMC, Metropolis-Hastings algorithm, Random walk Metropolis, Gibbs Sampler
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Λέξεις κλειδιά: Monte Carlo optimization, simulated annealing, metropolis algorithm
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Λέξεις κλειδιά: convergence, diagnosing covergence, convergence to the Stationary Distribution, Convergence of Averages, Convergence to iid Sampling, convergence monitoring