Monte Carlo Methods

There is no single Monte Carlo method; instead, the term describes a large and widely-used class of approaches. However, these approaches tend to follow a particular pattern:

  1. Define a domain of possible inputs.
  2. Generate inputs randomly from the domain.
  3. Perform a deterministic computation using the inputs.
  4. Aggregate the results of the individual computations into the final result.
posted @ 2009-05-26 19:11  Walter L  阅读(147)  评论(0编辑  收藏  举报