Statistics & Data Science · Statistical Computing
A topic within Statistical Computing, itself one of 7 topics in that field and part of Statistics & Data Science.
2 works
Nicholas Metropolis & Stanislaw Ulam
Proposes solving otherwise-intractable integrals and diffusion problems by simulating random samples on a computer instead of solving the underlying equations directly.
link checked 17 Sept 2026Christophe Andrieu, Nando de Freitas, Arnaud Doucet & Michael I. Jordan
Surveys rejection sampling, importance sampling, and the main MCMC algorithms as one family of solutions to the same problem, drawing samples from a distribution too complex to sample from directly.
link checked 17 Sept 2026