Skip to content

Commit

Permalink
Kroese MC article
Browse files Browse the repository at this point in the history
  • Loading branch information
matthew-brett committed Aug 31, 2020
1 parent 7638bc4 commit 29f5b95
Showing 1 changed file with 25 additions and 0 deletions.
25 changes: 25 additions & 0 deletions source/simon_refs.bib
Original file line number Diff line number Diff line change
Expand Up @@ -705,3 +705,28 @@ @article{efron1986isn
publisher={Taylor \& Francis Group},
url={http://wpressutexas.net/course2011/EfronWhyEveryone1986.pdf}
}

@article{kroese2014monte,
author = {Kroese, Dirk P. and Brereton, Tim and Taimre, Thomas and Botev, Zdravko I.},
title = {Why the Monte Carlo method is so important today},
journal = {WIREs Computational Statistics },
volume = {6},
number = {6},
pages = {386-392},
year = {2014}
keywords = {Monte Carlo method, simulation, MCMC, estimation, randomized optimization},
doi = {10.1002/wics.1314},
url = {https://onlinelibrary.wiley.com/doi/abs/10.1002/wics.1314},
eprint = {https://onlinelibrary.wiley.com/doi/pdf/10.1002/wics.1314},
abstract = {Since the beginning of electronic computing, people have been
interested in carrying out random experiments on a computer. Such Monte
Carlo techniques are now an essential ingredient in many
quantitative investigations. Why is the Monte Carlo method (MCM) so
important today? This article explores the reasons why the MCM has
evolved from a ‘last resort’ solution to a leading methodology that
permeates much of contemporary science, finance, and engineering.
WIREs Comput Stat 2014, 6:386–392. doi: 10.1002/wics.1314 This
article is categorized under: Statistical and Graphical Methods of
Data Analysis > Markov Chain Monte Carlo (MCMC) Statistical Models
> Simulation Models},
}

0 comments on commit 29f5b95

Please sign in to comment.