Concepedia

Monte Carlo Estimation

Monte Carlo Estimation is a parameter estimation method that belongs to the class of numerical techniques relying on random sampling, distinguished by its use of repeated stochastic simulations to approximate unknown parameters through the law of large numbers.

3.4K

Publications

324.4K

Citations

6.4K

Authors

2.1K

Institutions

Publications per year

2017–2026

468

Parents

Publications

3.4K

Monte Carlo sampling methods using Markov chains and their applications

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

, , +16

<tt>emcee</tt>: The MCMC Hammer

Publications of the Astronomical Society of the Pacific · 2013 · 11.9K citations · Full text

, , +14

A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code

Michael D. McKay, Richard J. Beckman, W. J. Conover · Technometrics · 2000 · 7.6K citations

, , +17

Sampling-Based Approaches to Calculating Marginal Densities

Alan E. Gelfand, A. F. M. Smith · Journal of the American Statistical Association · 1990 · 6.7K citations

, , +16

Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

I. M. Sobol · Mathematics and Computers in Simulation · 2001 · 6.1K citations

, , +15

1–5 of 3.4K

Authors

6.4K

  1. PW
    Peter W. Glynn

    Stanford University, United States

    21 publications · 2.5K citations

    17

    h-index

  2. PG
    Paul Glasserman

    Columbia University, United States

    14 publications · 1.8K citations

    14

    h-index

  3. PL
    Pierre L’Ecuyer

    Université de Montréal, Canada

    17 publications · 577 citations

    14

    h-index

  4. GS
    George S. Fishman

    University of North Carolina at Chapel Hill, United States

    13 publications · 865 citations

    12

    h-index

  5. AJ
    Ajay Jasra

    National University of Singapore, Singapore

    13 publications · 449 citations

    12

    h-index

1–5 of 6.4K

Institutions

2.1K

  1. Stanford University

    Stanford, United States

    36 h-index

    99 publications

    13.7K citations

  2. University of Oxford

    Oxford, United Kingdom

    25 h-index

    52 publications

    6.3K citations

  3. Centre National de la Recherche Scientifique

    Paris, France

    25 h-index

    89 publications

    5.4K citations

  4. North Carolina State University

    Raleigh, United States

    23 h-index

    43 publications

    1.9K citations

  5. University of Cambridge

    Cambridge, United Kingdom

    22 h-index

    46 publications

    5.3K citations

  6. University of Wisconsin–Madison

    Madison, United States

    22 h-index

    49 publications

    3.2K citations

  7. Purdue University West Lafayette

    West Lafayette, United States

    22 h-index

    59 publications

    3.2K citations

  8. University of California, Berkeley

    Berkeley, United States

    22 h-index

    42 publications

    2.8K citations

1–8 of 2.1K

Venues

  1. Journal of the American Statistical Association

    139 publications · 38.3K citations

    58

    h-index

  2. Technometrics

    75 publications · 33.2K citations

    37

    h-index

  3. Biometrics

    39 publications · 3.3K citations

    28

    h-index

  4. Biometrika

    41 publications · 22.9K citations

    27

    h-index

  5. arXiv (Cornell University)

    Repository · 65 publications · 2.7K citations

    27

    h-index

1–5