Concepedia

Monte Carlo Methods

Monte Carlo Methods is a computational technique that belongs to the class of numerical algorithms relying on random sampling, distinguished by its use of stochastic processes to approximate solutions to mathematical or physical problems through statistical estimation.

30.2K

Publications

2.1M

Citations

75.4K

Authors

7K

Institutions

Publications per year

2017–2026

5.2K

Variants

Monte Carlo AlgorithmsMonte Carlo SimulationMonte Carlo SimulationsMonte Carlo Techniques

Parents

Children

Publications

30.2K

Inference from Iterative Simulation Using Multiple Sequences

Andrew Gelman, Donald B. Rubin · Statistical Science · 1992 · 16.7K citations · Full text

, , +15

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 tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking

M.S. Arulampalam, Simon Maskell, Neil Gordon et al. · IEEE Transactions on Signal Processing · 2002 · 11.5K citations

, , +14

Stochastic Problems in Physics and Astronomy

S. Chandrasekhar · Reviews of Modern Physics · 1943 · 8.5K citations

, , +12

1–5 of 30.2K

Authors

75.4K

  1. GO
    Gareth O. Roberts

    University of Warwick, United Kingdom

    94 publications · 15.2K citations

    50

    h-index

  2. KB
    Kurt Binder

    Johannes Gutenberg University Mainz, Germany

    75 publications · 7.2K citations

    43

    h-index

  3. AD
    Arnaud Doucet

    University of Cambridge, United Kingdom

    87 publications · 12.7K citations

    41

    h-index

  4. DM
    David M. Ceperley

    University of Illinois Urbana-Champaign, United States

    47 publications · 6.2K citations

    34

    h-index

  5. JS
    Jeffrey S. Rosenthal

    University of Toronto, Canada

    51 publications · 7.4K citations

    32

    h-index

1–5 of 75.4K

Institutions

7K

  1. Centre National de la Recherche Scientifique

    Paris, France

    98 h-index

    4.2K publications

    445.3K citations

  2. Stanford University

    Stanford, United States

    93 h-index

    617 publications

    62.8K citations

  3. University of Cambridge

    Cambridge, United Kingdom

    92 h-index

    956 publications

    138.6K citations

  4. University of California, Berkeley

    Berkeley, United States

    85 h-index

    1.2K publications

    127K citations

  5. European Organization for Nuclear Research

    Geneva, Switzerland

    80 h-index

    3.5K publications

    748K citations

  6. Columbia University

    New York, United States

    79 h-index

    718 publications

    149K citations

  7. Los Alamos National Laboratory

    Los Alamos, United States

    79 h-index

    674 publications

    119K citations

  8. University of Illinois Urbana-Champaign

    Urbana, United States

    79 h-index

    731 publications

    70.1K citations

1–8 of 7K

Venues

  1. Physical Review Letters

    PRL · 438 publications · 59.9K citations

    117

    h-index

  2. Journal of the American Statistical Association

    358 publications · 81.6K citations

    113

    h-index

  3. The Journal of Chemical Physics

    955 publications · 62.1K citations

    111

    h-index

  4. Physical review. B, Condensed matter

    PRB · 431 publications · 31.5K citations

    90

    h-index

  5. Computer Physics Communications

    389 publications · 31.4K citations

    79

    h-index

1–5