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蒙特卡罗方法又称随机抽样技巧或统计试验方法。半个多世纪以来,由于科学技术的发展和电子计算机的发明 ,这种方法作为一种独立的方法被提出来,并首先在核武器的试验与研制中得到了应用。蒙特卡罗方法是一种计算方法,但与一般数值计算方法有很大区别。它是以概率统计理论为基础的一种方法。由于蒙特卡罗方法能够比较逼真地描述事物的特点及物理实验过程,解决一些数值方法难以解决的问题,因而该方法的应用领域日趋广泛。
-Monte Carlo method known as random or statistical
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此文件包括蒙特卡罗方法的基本思想及应用,有很多MATLAB实例,是学习蒙特卡罗方法的很好资料。没有解压密码-this document, including the Monte Carlo method and the application of the basic idea, there are many examples of MATLAB study is a good method of Monte Carlo data. No extracting passwords
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A Primer for the Monte Carlo Method.rar
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这个Matlab程序包,展示了Monte Carlo方法的基本原理,并把它应用到金融行业,展示一种方差缩减的技巧。,The Matlab package, shows the basic principle of Monte Carlo method, and apply it to the financial industry, demonstrate a variance reduction technique.
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本文详细介绍了序列蒙特卡罗方法,是入门者的很好的学习资料,paper describes in detail the sequence of the Monte Carlo method is a good beginners learning materials
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用MATLAB编写的运用Monte Carlo method数值积分的实例程序。可供初学者参考学习!,TETRAHEDRON_MONTE_CARLO is a MATLAB library which estimates the integral of a function over a tetrahedron using the Monte Carlo method.
The library makes it relatively easy to compare different m
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北大于江生教授有关蒙特卡洛方法和马尔科夫链的两个PPT(PDF格式):An Introduction to MCMC for Machine Learning、Monte Carlo统计方法。共396页-Peking University Professor Yu Jiangsheng on Markov chain Monte Carlo method and the two PPT (PDF format): An Introduction to MCMC for Machine Learn
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This a matlab program using ESPRIT method to estimate the frequency of a sinusoid wave. Futhermore, a monte carlo test is provided to check for the mean error and error variance, comparing to the CRB.
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一本简单介绍蒙特卡洛方法的书籍,非常好,还有源程序!-A brief introduction to Monte Carlo method books,
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本文是蒙特卡罗方法在数学上的一个简单应用。利用蒙特卡罗方法将确定的数学问题变成概率问题,并随机抽样,根据抽样结果,计算出单位圆的面积。-This is the Monte Carlo method in a simple mathematical applications. Using Monte Carlo method to determine the problem into mathematical probability and random sampling, the sample
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用蒙特卡洛方法,求解出y=cos(x)/x在给定区间上的定积分值。-By Monte Carlo method, the y = cos (x)/x in a given interval on the value of the definite integral.
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lingjian.m-----蒙特卡罗方法
lingjian.m使用零件初始值,用蒙特卡罗方法算出总费用。其中使用了自己编制的正态分布随机数发生器产生正态分布随机数。lingjian.m是对蒙特卡罗方法的一次练习。-Monte Carlo method lingjian.m----- using parts lingjian.m initial value, using the Monte Carlo method to calculate the total cost. Using i
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结合matlab强大的数据处理能力和蒙特卡洛方法的强大随机模拟功能,编写了一个小算例-Matlab combination of powerful data-processing capabilities and a powerful Monte Carlo method of random simulation capabilities, to prepare a small example
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(蒙特卡洛方法)
求出四分之一圆占正方形的比例。随机投点P(x,y)于正方形,π/4的近似值为落在四分之一圆内的点数与总投点数的比值。随机投点次数分别为10000次和50000次,计算π的近似值。
-(Monte Carlo method) are obtained accounting for a quarter of a round square ratio. Voted random point P (x, y) in the square, π/4 for the fall
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Monte Carlo方法课件,清华大学用的。
这是一份很好的Monte Carlo方法教程,详细的介绍了蒙特卡洛算法的知识和应用。-Monte Carlo method courseware, Tsinghua University. This is a very good tutorial Monte Carlo method.
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模拟退火算法是基于蒙特卡罗迭代求解法的一种启发式随机搜索过程。本文给出了该算法的详细介绍和伪代码。-Monte-Carlo simulated annealing algorithm is based on a heuristic iterative method for solving stochastic search process. This paper gives a detailed descr iption of the algorithm and pseudo code.
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分别用KMP、Monte Carlo 和Las Vegas 算法编制3 个程序,随机生成不小于5000 对、
长度很长、且长度不等的01 串X 和Y(三个程序生成
相同的串),然后统计算法的执行时间、Monte Carlo算法出错的比率,并根据运行结果对三种算法进行深入的比较。注意,
先利用本题下方所给素数实现上述算法,学完素数判定
算法之后,将该算法编程,产生一定数量的大素数并用数组保存起来(分别试不超过5000、500000、50000000),以供上述随机算法使用-The
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The Monte Carlo technique is a flexible method for simulating light propagation in tissue. The simulation is based on the random walks that photons make as they travel through tissue, which are chosen by statistically sampling the probability distrib
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用蒙特卡洛原理计算定积分的几个例子,使用平台MATLAB,程序里有问题描述和程序的详细讲解(Monte Carlo method used to calculate a few examples of fixed points, the use of platform MATLAB, the program has a problem descr iption and procedures to explain in detail)
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非常经典的蒙特卡罗法的介绍,本书主要用于系统可靠性和分析分析,也可以用于其它领域。(This book introduces the Monte Carlo simulation method for application to system
reliability and risk analysis. Monte Carlo simulation is a modeling tool widely
used in several scientific domains. The conti
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