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Monte Carlo integration
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== References == {{refbegin}} * {{cite journal |first=R. E. |last=Caflisch |author-link=Russel E. Caflisch |title=Monte Carlo and quasi-Monte Carlo methods |journal=[[Acta Numerica]] |volume=7 |year=1998 |pages=1β49 |doi=10.1017/S0962492900002804 |bibcode=1998AcNum...7....1C |s2cid=5708790 }} * {{cite arXiv |first=S. |last=Weinzierl |title=Introduction to Monte Carlo methods |eprint=hep-ph/0006269 |year=2000}} * {{cite journal |first1=W. H. |last1=Press |first2=G. R. |last2=Farrar |title=Recursive Stratified Sampling for Multidimensional Monte Carlo Integration |journal=Computers in Physics |volume=4 |issue=2 |pages=190 |year=1990 |doi=10.1063/1.4822899 |bibcode=1990ComPh...4..190P |doi-access=free }} * {{cite journal |first=G. P. |last=Lepage |title=A New Algorithm for Adaptive Multidimensional Integration |journal=[[Journal of Computational Physics]] |volume=27 |issue=2 |pages=192β203 |year=1978 |doi=10.1016/0021-9991(78)90004-9 |bibcode=1978JCoPh..27..192L }} * {{cite journal |first=G. P. |last=Lepage |title=VEGAS: An Adaptive Multi-dimensional Integration Program |journal=Cornell Preprint CLNS 80-447 |year=1980 }} * {{cite book |first1=J. M. |last1=Hammersley |first2=D. C. |last2=Handscomb |year=1964 |title=Monte Carlo Methods |publisher=Methuen |isbn=978-0-416-52340-9 }} * {{cite book|last1 = Kroese|first1 = D. P.|author-link1=Dirk Kroese|last2 = Taimre|first2 = T.|last3 = Botev|first3 = Z. I. |title = Handbook of Monte Carlo Methods|year = 2011|publisher = John Wiley & Sons}} * {{Cite book | last1=Press | first1=WH | last2=Teukolsky | first2=SA | last3=Vetterling | first3=WT | last4=Flannery | first4=BP | year=2007 | title=Numerical Recipes: The Art of Scientific Computing | edition=3rd | publisher=Cambridge University Press | location=New York | isbn=978-0-521-88068-8}} * {{Cite book|url=http://www.inference.phy.cam.ac.uk/mackay/itila/book.html|title=Information Theory, Inference and Learning Algorithms | last=MacKay | first=David | publisher=Cambridge University Press|year=2003|isbn=978-0-521-64298-9|chapter=chapter 4.4 Typicality & chapter 29.1| mr=2012999 | author-link=David MacKay (scientist)|chapter-url=http://www.inference.org.uk/itprnn/book.pdf}} * {{Cite book | last1=Newman | first1=MEJ | last2=Barkema | first2=GT | year=1999 | title=Monte Carlo Methods in Statistical Physics | publisher=Clarendon Press}} * {{Cite book | last1=Robert | first1=CP | last2=Casella | first2=G | year=2004 | title=Monte Carlo Statistical Methods | publisher=Springer | edition=2nd | isbn=978-1-4419-1939-7}} {{refend}}
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