Concepedia

Monte Carlo Error Analysis

Monte Carlo Error Analysis is a methodological framework within computational statistics that quantifies the uncertainty and approximation error in Monte Carlo simulations by analyzing the variability of estimates derived from stochastic sampling processes.

379

Publications

47.3K

Citations

800

Authors

418

Institutions

Publications per year

2017–2026

57

Parents

Publications

379

Monte Carlo sampling methods using Markov chains and their applications

W. Keith Hastings · Biometrika · 1970 · 15.2K citations

, , +16

Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems

J.C. Helton, F.J. Davis · Reliability Engineering & System Safety · 2003 · 2.6K citations

, , +14

Markov Chain Monte Carlo in Practice

Mauro Gasparini, W. R. Gilks, Sylvia Richardson et al. · Technometrics · 1997 · 1.8K citations

, , +14

Monte Carlo and quasi-Monte Carlo methods

Russel E. Caflisch · Acta Numerica · 1998 · 1.7K citations

, , +13

Monte Carlo Sampling Methods Using Markov Chains and Their Applications

W. K. Hastings · Biometrika · 1970 · 1.5K citations

, , +16

1–5 of 379

Authors

800

  1. GL
    Galin L. Jones

    University of Minnesota, United States

    6 publications · 783 citations

    6

    h-index

  2. AB
    Art B. Owen

    Stanford University, United States

    6 publications · 860 citations

    6

    h-index

  3. BT
    Bruno Tuffin

    Institut national de recherche en sciences et technologies du numérique, France

    5 publications · 198 citations

    5

    h-index

  4. JM
    James M. Flegal

    University of California, Riverside, United States

    4 publications · 336 citations

    4

    h-index

  5. FY
    Frances Y. Kuo

    UNSW Sydney, Australia

    4 publications · 490 citations

    4

    h-index

1–5 of 800

Institutions

418

  1. University of Minnesota

    Minneapolis, United States

    8 h-index

    15 publications

    2.1K citations

  2. Los Alamos National Laboratory

    Los Alamos, United States

    7 h-index

    12 publications

    619 citations

  3. Stanford University

    Stanford, United States

    7 h-index

    9 publications

    761 citations

  4. University of Florida

    Gainesville, United States

    6 h-index

    11 publications

    1.8K citations

  5. Institut national de recherche en sciences et technologies du numérique

    Le Chesnay-Rocquencourt, France

    6 h-index

    7 publications

    231 citations

  6. National University of Singapore

    Singapore, Singapore

    6 h-index

    8 publications

    254 citations

  7. UNSW Sydney

    Sydney, Australia

    5 h-index

    7 publications

    1.1K citations

  8. University of Toronto

    Toronto, Canada

    5 h-index

    6 publications

    18.5K citations

1–8 of 418

Venues

  1. Nuclear Science and Engineering

    11 publications · 328 citations

    11

    h-index

  2. Annals of Nuclear Energy

    10 publications · 511 citations

    10

    h-index

  3. Computer Physics Communications

    11 publications · 616 citations

    10

    h-index

  4. SIAM Journal on Numerical Analysis

    9 publications · 855 citations

    9

    h-index

  5. arXiv (Cornell University)

    Repository · 8 publications · 237 citations

    8

    h-index

1–5