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| * {{cite book |title = Markov Chain Monte Carlo Simulations and Their Statistical Analysis (With Web-Based Fortran Code) |last=Berg |first=Bernd A. |year=2004 |publisher=World Scientific |location=Hackensack, NJ |isbn=978-981-238-935-0 |url = }} | | * {{cite book |title = Markov Chain Monte Carlo Simulations and Their Statistical Analysis (With Web-Based Fortran Code) |last=Berg |first=Bernd A. |year=2004 |publisher=World Scientific |location=Hackensack, NJ |isbn=978-981-238-935-0 |url = }} |
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− | * {{cite book |title=The Monte Carlo Method in Condensed Matter Physics |last=Binder |first=Kurt |author-link=Kurt Binder |year=1995 |publisher=Springer |location=New York}} | + | * {{cite book |title=The Monte Carlo Method in Condensed Matter Physics |last=Binder |first=Kurt |year=1995 |publisher=Springer |location=New York}} |
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− | * {{cite book |title = Monte Carlo and quasi-Monte Carlo methods |last=Caflisch |first=R. E. |authorlink=Russel E. Caflisch |year=1998 |series = Acta Numerica |volume=7 |publisher=Cambridge University Press}} | + | * {{cite book |title = Monte Carlo and quasi-Monte Carlo methods |last=Caflisch |first=R. E. |year=1998 |series = Acta Numerica |volume=7 |publisher=Cambridge University Press}} |
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| * {{cite book |last = Davenport |first=J. H. |title=Papers from the international symposium on Symbolic and algebraic computation - ISSAC '92 |authorlink= |chapter=Primality testing revisited |journal = Proceeding ISSAC '92 Papers from the International Symposium on Symbolic and Algebraic Computation |pages=123–129 |doi = 10.1145/143242.143290 |isbn = 978-0-89791-489-5 |year=1992 |citeseerx=10.1.1.43.9296 |s2cid=17322272 }} | | * {{cite book |last = Davenport |first=J. H. |title=Papers from the international symposium on Symbolic and algebraic computation - ISSAC '92 |authorlink= |chapter=Primality testing revisited |journal = Proceeding ISSAC '92 Papers from the International Symposium on Symbolic and Algebraic Computation |pages=123–129 |doi = 10.1145/143242.143290 |isbn = 978-0-89791-489-5 |year=1992 |citeseerx=10.1.1.43.9296 |s2cid=17322272 }} |
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| * {{cite book |last=Hartmann |first=A.K. |year=2009 |title=Practical Guide to Computer Simulations |publisher=World Scientific |isbn=978-981-283-415-7 |url = http://www.worldscibooks.com/physics/6988.html |archive-url = https://web.archive.org/web/20090211113048/http://worldscibooks.com/physics/6988.html |url-status=dead |archive-date=2009-02-11 }} | | * {{cite book |last=Hartmann |first=A.K. |year=2009 |title=Practical Guide to Computer Simulations |publisher=World Scientific |isbn=978-981-283-415-7 |url = http://www.worldscibooks.com/physics/6988.html |archive-url = https://web.archive.org/web/20090211113048/http://worldscibooks.com/physics/6988.html |url-status=dead |archive-date=2009-02-11 }} |
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− | * {{cite book |first=Douglas |last=Hubbard |title = How to Measure Anything: Finding the Value of Intangibles in Business |url=https://archive.org/details/howtomeasureanyt00hubb_773 |url-access=limited |page= [https://archive.org/details/howtomeasureanyt00hubb_773/page/n64 46] |publisher=[[John Wiley & Sons]] |year= 2007 }} | + | * {{cite book |first=Douglas |last=Hubbard |title = How to Measure Anything: Finding the Value of Intangibles in Business |url=https://archive.org/details/howtomeasureanyt00hubb_773 |url-access=limited |page= [https://archive.org/details/howtomeasureanyt00hubb_773/page/n64 46] |publisher=John Wiley & Sons |year= 2007 }} |
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− | * {{cite book |first=Douglas |last=Hubbard |title=The Failure of Risk Management: Why It's Broken and How to Fix It |publisher= [[John Wiley & Sons]] |year=2009 }} | + | * {{cite book |first=Douglas |last=Hubbard |title=The Failure of Risk Management: Why It's Broken and How to Fix It |publisher=John Wiley & Sons |year=2009 }} |
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| * {{cite book |title=Judgement under Uncertainty: Heuristics and Biases |last1 = Kahneman |first1 = D. |last2=Tversky |first2 = A. |year=1982 |publisher=Cambridge University Press |location= |isbn= |url= }} | | * {{cite book |title=Judgement under Uncertainty: Heuristics and Biases |last1 = Kahneman |first1 = D. |last2=Tversky |first2 = A. |year=1982 |publisher=Cambridge University Press |location= |isbn= |url= }} |
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− | * {{cite book |first1=Malvin H. |last1=Kalos |first2=Paula A. |last2=Whitlock |title=Monte Carlo Methods |publisher=[[Wiley-VCH]] |year=2008 |isbn=978-3-527-40760-6 }} | + | * {{cite book |first1=Malvin H. |last1=Kalos |first2=Paula A. |last2=Whitlock |title=Monte Carlo Methods |publisher=Wiley-VCH |year=2008 |isbn=978-3-527-40760-6 }} |
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− | * {{cite book |title=Handbook of Monte Carlo Methods |last1 = Kroese |first1=D. P. |last2=Taimre |first2 = T. |last3=Botev |first3=Z.I. |year=2011 |publisher=[[John Wiley & Sons]] |location=New York |isbn=978-0-470-17793-8 |page=772 |url = http://www.montecarlohandbook.org }} | + | * {{cite book |title=Handbook of Monte Carlo Methods |last1 = Kroese |first1=D. P. |last2=Taimre |first2 = T. |last3=Botev |first3=Z.I. |year=2011 |publisher=John Wiley & Sons |location=New York |isbn=978-0-470-17793-8 |page=772 |url = http://www.montecarlohandbook.org }} |
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− | * {{cite journal |first1 = H. T.|last1 = MacGillivray |first2 = R. J. |last2=Dodd |title=Monte-Carlo simulations of galaxy systems |journal=[[Astrophysics and Space Science]] |volume = 86 |issue= 2 |pages= 419–435 |year= 1982 |doi = 10.1007/BF00683346 |s2cid = 189849365 }} | + | * {{cite journal |first1 = H. T.|last1 = MacGillivray |first2 = R. J. |last2=Dodd |title=Monte-Carlo simulations of galaxy systems |journal=Astrophysics and Space Science |volume = 86 |issue= 2 |pages= 419–435 |year= 1982 |doi = 10.1007/BF00683346}} |
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| * {{cite book |title=Stochastic Simulation in Physics |last=MacKeown |first = P. Kevin |authorlink= |year=1997 |publisher=Springer |location=New York |isbn=978-981-3083-26-4 |page= |pages= |url = }} | | * {{cite book |title=Stochastic Simulation in Physics |last=MacKeown |first = P. Kevin |authorlink= |year=1997 |publisher=Springer |location=New York |isbn=978-981-3083-26-4 |page= |pages= |url = }} |
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− | * {{cite journal |last = Metropolis |first = N. |author-link = Nicholas Metropolis |url = http://library.lanl.gov/cgi-bin/getfile?15-12.pdf |title=The beginning of the Monte Carlo method |journal = Los Alamos Science |issue=1987 Special Issue dedicated to Stanislaw Ulam |pages=125–130 |year=1987 }} | + | * {{cite journal |last = Metropolis |first = N. |url = http://library.lanl.gov/cgi-bin/getfile?15-12.pdf |title=The beginning of the Monte Carlo method |journal = Los Alamos Science |issue=1987 Special Issue dedicated to Stanislaw Ulam |pages=125–130 |year=1987 }} |
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− | * {{cite journal |last1 = Metropolis |first1 = N. |author1-link = Nicholas Metropolis |last2=Rosenbluth |first2=Arianna W.|last3=Rosenbluth |first3=Marshall N. |last4=Teller |first4=Augusta H. |last5=Teller |first5=Edward |year=1953 |title=Equation of State Calculations by Fast Computing Machines |journal=Journal of Chemical Physics |volume=21 |issue=6 |page=1087 |doi = 10.1063/1.1699114 |url = |bibcode = 1953JChPh..21.1087M |title-link = Equation of State Calculations by Fast Computing Machines }} | + | * {{cite journal |last1 = Metropolis |first1 = N. |last2=Rosenbluth |first2=Arianna W.|last3=Rosenbluth |first3=Marshall N. |last4=Teller |first4=Augusta H. |last5=Teller |first5=Edward |year=1953 |title=Equation of State Calculations by Fast Computing Machines |journal=Journal of Chemical Physics |volume=21 |issue=6 |page=1087 |doi = 10.1063/1.1699114 |url = |bibcode = 1953JChPh..21.1087M}} |
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− | * {{cite journal |last1 = Metropolis |first1 = N. |author1-link = Nicholas Metropolis |last2 = Ulam |first2 = S. |authorlink2=Stanislaw Ulam |year=1949 |title = The Monte Carlo Method |journal = Journal of the American Statistical Association |volume=44 |issue=247 |pages=335–341 |doi = 10.1080/01621459.1949.10483310 |pmid=18139350 |jstor=2280232 }} | + | * {{cite journal |last1 = Metropolis |first1 = N. |last2 = Ulam |first2 = S. |year=1949 |title = The Monte Carlo Method |journal = Journal of the American Statistical Association |volume=44 |issue=247 |pages=335–341 |doi = 10.1080/01621459.1949.10483310 |pmid=18139350 |jstor=2280232 }} |
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− | * {{cite journal |doi = 10.1002/prot.340150104 |title = Insertion of peptide chains into lipid membranes: an off-lattice Monte Carlo dynamics model |first1 = M. |last1 = Milik |first2 = J. |last2 = Skolnick |journal = Proteins |volume = 15 |issue = 1 |pages = 10–25 |date=Jan 1993 |pmid = 8451235 |s2cid = 7450512 |url = https://semanticscholar.org/paper/793bd7ab0e505ef5d12ed2f0798b22675e088407 }} | + | * {{cite journal |doi = 10.1002/prot.340150104 |title = Insertion of peptide chains into lipid membranes: an off-lattice Monte Carlo dynamics model |first1 = M. |last1 = Milik |first2 = J. |last2 = Skolnick |journal = Proteins |volume = 15 |issue = 1 |pages = 10–25 |date=Jan 1993 |pmid = 8451235 |url = https://semanticscholar.org/paper/793bd7ab0e505ef5d12ed2f0798b22675e088407 }} |
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| * {{cite journal |last1 = Mosegaard |first1 = Klaus |last2 = Tarantola |first2 = Albert |year = 1995 |title = Monte Carlo sampling of solutions to inverse problems |journal = J. Geophys. Res. |volume = 100 |number =B7 |pages = 12431–12447 |doi = 10.1029/94JB03097 |url = http://www.math.pitt.edu/~cbsg/Materials/MonteCarlo_latex.pdf |bibcode = 1995JGR...10012431M }} | | * {{cite journal |last1 = Mosegaard |first1 = Klaus |last2 = Tarantola |first2 = Albert |year = 1995 |title = Monte Carlo sampling of solutions to inverse problems |journal = J. Geophys. Res. |volume = 100 |number =B7 |pages = 12431–12447 |doi = 10.1029/94JB03097 |url = http://www.math.pitt.edu/~cbsg/Materials/MonteCarlo_latex.pdf |bibcode = 1995JGR...10012431M }} |
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| * {{cite journal |last1 = Int Panis |first1 = L. |last2 = Rabl |first2 = A. |last3 = de Nocker |first3 = L. |last4 = Torfs |first4 = R. |year = 2002 |title = Diesel or Petrol ? An environmental comparison hampered by uncertainty |journal = Mitteilungen Institut für Verbrennungskraftmaschinen und Thermodynamik |editor-first = P. |editor-last = Sturm |publisher = Technische Universität Graz Austria |volume = Heft 81 Vol 1 |pages = 48–54 }} | | * {{cite journal |last1 = Int Panis |first1 = L. |last2 = Rabl |first2 = A. |last3 = de Nocker |first3 = L. |last4 = Torfs |first4 = R. |year = 2002 |title = Diesel or Petrol ? An environmental comparison hampered by uncertainty |journal = Mitteilungen Institut für Verbrennungskraftmaschinen und Thermodynamik |editor-first = P. |editor-last = Sturm |publisher = Technische Universität Graz Austria |volume = Heft 81 Vol 1 |pages = 48–54 }} |
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− | * {{cite book |last1 = Press |first1 = William H. |last2 = Teukolsky |first2 = Saul A. |last3 = Vetterling |first3 = William T. |last4 = Flannery |first4 = Brian P. |title = Numerical Recipes in Fortran 77: The Art of Scientific Computing |edition = 2nd |series = Fortran Numerical Recipes |volume = 1 |year = 1996 |orig-year = 1986 |publisher = [[Cambridge University Press]] |isbn=978-0-521-43064-7 }} | + | * {{cite book |last1 = Press |first1 = William H. |last2 = Teukolsky |first2 = Saul A. |last3 = Vetterling |first3 = William T. |last4 = Flannery |first4 = Brian P. |title = Numerical Recipes in Fortran 77: The Art of Scientific Computing |edition = 2nd |series = Fortran Numerical Recipes |volume = 1 |year = 1996 |orig-year = 1986 |publisher = Cambridge University Press |isbn=978-0-521-43064-7 }} |
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− | * {{cite book |last = Ripley |first = B. D. |title = Stochastic Simulation |publisher = [[Wiley & Sons]] |year=1987 }} | + | * {{cite book |last = Ripley |first = B. D. |title = Stochastic Simulation |publisher = Wiley & Sons |year=1987 }} |
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| * {{cite book |title = Monte Carlo Statistical Methods |last1=Robert |first1 = C. |last2 = Casella |first2 = G. |year=2004 |edition=2nd |publisher=Springer |location=New York |isbn=978-0-387-21239-5 |url =https://archive.org/details/springer_10.1007-978-1-4757-4145-2}} | | * {{cite book |title = Monte Carlo Statistical Methods |last1=Robert |first1 = C. |last2 = Casella |first2 = G. |year=2004 |edition=2nd |publisher=Springer |location=New York |isbn=978-0-387-21239-5 |url =https://archive.org/details/springer_10.1007-978-1-4757-4145-2}} |
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| * {{cite book |last1 = Sawilowsky |first1 = Shlomo S. |last2 = Fahoome |first2 = Gail C. |year = 2003 |title = Statistics via Monte Carlo Simulation with Fortran |location = Rochester Hills, MI |publisher = JMASM |isbn=978-0-9740236-0-1 }} | | * {{cite book |last1 = Sawilowsky |first1 = Shlomo S. |last2 = Fahoome |first2 = Gail C. |year = 2003 |title = Statistics via Monte Carlo Simulation with Fortran |location = Rochester Hills, MI |publisher = JMASM |isbn=978-0-9740236-0-1 }} |
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− | * {{cite journal |last = Sawilowsky |first = Shlomo S. |title = You think you've got trivials? |journal=[[Journal of Modern Applied Statistical Methods]] |volume=2 |issue=1 |pages=218–225 |year=2003 |url = https://digitalcommons.wayne.edu/cgi/viewcontent.cgi?article=1744&context=jmasm |doi = 10.22237/jmasm/1051748460 |doi-access = free }} | + | * {{cite journal |last = Sawilowsky |first = Shlomo S. |title = You think you've got trivials? |journal=Journal of Modern Applied Statistical Methods |volume=2 |issue=1 |pages=218–225 |year=2003 |url = https://digitalcommons.wayne.edu/cgi/viewcontent.cgi?article=1744&context=jmasm |doi = 10.22237/jmasm/1051748460 |doi-access = free }} |
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| * {{cite conference |conference = Neural Information Processing Systems 2010 |last1 = Silver |first1 = David |last2 = Veness |first2 = Joel |year = 2010 |title = Monte-Carlo Planning in Large POMDPs |url = http://books.nips.cc/papers/files/nips23/NIPS2010_0740.pdf |editor1-last = Lafferty |editor1-first = J. |editor2-last = Williams |editor2-first = C. K. I. |editor3-last = Shawe-Taylor |editor3-first = J. |editor4-last = Zemel |editor4-first = R. S. |editor5-last = Culotta |editor5-first = A. |book-title = Advances in Neural Information Processing Systems 23 |publisher = Neural Information Processing Systems Foundation }} | | * {{cite conference |conference = Neural Information Processing Systems 2010 |last1 = Silver |first1 = David |last2 = Veness |first2 = Joel |year = 2010 |title = Monte-Carlo Planning in Large POMDPs |url = http://books.nips.cc/papers/files/nips23/NIPS2010_0740.pdf |editor1-last = Lafferty |editor1-first = J. |editor2-last = Williams |editor2-first = C. K. I. |editor3-last = Shawe-Taylor |editor3-first = J. |editor4-last = Zemel |editor4-first = R. S. |editor5-last = Culotta |editor5-first = A. |book-title = Advances in Neural Information Processing Systems 23 |publisher = Neural Information Processing Systems Foundation }} |
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| * {{cite book |first = László |last = Szirmay-Kalos |title = Monte Carlo Methods in Global Illumination - Photo-realistic Rendering with Randomization |publisher = VDM Verlag Dr. Mueller e.K. |year = 2008 |isbn = 978-3-8364-7919-6 }} | | * {{cite book |first = László |last = Szirmay-Kalos |title = Monte Carlo Methods in Global Illumination - Photo-realistic Rendering with Randomization |publisher = VDM Verlag Dr. Mueller e.K. |year = 2008 |isbn = 978-3-8364-7919-6 }} |
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− | * {{cite book |title = Inverse Problem Theory |last = Tarantola |first = Albert |author-link = Albert Tarantola |year = 2005 |publisher = Society for Industrial and Applied Mathematics |location = Philadelphia |isbn = 978-0-89871-572-9 |url = http://www.ipgp.jussieu.fr/~tarantola/Files/Professional/SIAM/index.html }} | + | * {{cite book |title = Inverse Problem Theory |last = Tarantola |first = Albert |year = 2005 |publisher = Society for Industrial and Applied Mathematics |location = Philadelphia |isbn = 978-0-89871-572-9 |url = http://www.ipgp.jussieu.fr/~tarantola/Files/Professional/SIAM/index.html }} |
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− | * {{cite book |first = David |last = Vose |title = Risk Analysis, A Quantitative Guide |edition = 3rd |publisher =[[John Wiley & Sons]] |year = 2008 }} | + | * {{cite book |first = David |last = Vose |title = Risk Analysis, A Quantitative Guide |edition = 3rd |publisher =John Wiley & Sons |year = 2008 }} |
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| <noinclude> | | <noinclude> |
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| <small>This page was moved from [[wikipedia:en:Monte Carlo method]]. Its edit history can be viewed at 蒙特卡洛模拟/edithistory</small></noinclude> | | <small>This page was moved from [[wikipedia:en:Monte Carlo method]]. Its edit history can be viewed at 蒙特卡洛模拟/edithistory</small></noinclude> |
| + | |
| + | ==编者推荐== |
| + | ===集智文章推荐=== |
| + | *[https://swarma.org/?p=20162 近距离感染传播的蒙特卡罗模拟研究] |
| + | ::研究表明,来自中国的新型冠状病毒肺炎卫生组织的初始数据显示确诊病例的数量呈次指数幂律增长。这是由于采取了有效的遏制和缓解措施,以及人口的行为变化。有鉴于此,本文进行了蒙特卡洛随机漫步研究,以更好地理解基于邻近的传染病扩散,特别是在限制条件下。 |
| + | |
| + | ===课程推荐=== |
| + | *[https://campus.swarma.org/course/177 揭秘AlphaGo:深度强化学习与蒙特卡洛搜索] |
| + | ::可以说,AlphaGo标志着现代人工智能最顶尖的技术,它的核心算法就是两块,一块是深度强化学习,另一块就是蒙特卡洛搜索。所谓的深度强化学习是深度学习技术与古老的强化学习技术的混合;而蒙特卡洛搜索则是一种快速的搜索算法,能够通过对战的模拟而完成走棋。AlphaGo巧妙地将深度强化学习、蒙特卡洛搜索等技术融合在了一起,造就了人工智能历史上的深化。本课程将全面解读AlphaGo背后的深度学习技术。 |
| + | |
| + | *[https://campus.swarma.org/course/552 蒙特卡罗方法] |
| + | ::蒙特卡罗(Monte Carlo)方法,也称为计算机随机模拟方法,是一种基于"随机数"的计算方法。蒙特卡罗方法与一般计算方法有很大区别,一般计算方法对于解决多维或因素复杂的问题非常困难,而蒙特卡罗方法对于解决这方面的问题却比较简单,原因是它巧妙的采用了用事件发生的"频率"来决定事件的"概率"的方法。本课程详细介绍了蒙特卡罗(Monte Carlo)方法的原理与应用。 |
| + | |
| + | ===文章推荐=== |
| + | *[https://pattern.swarma.org/paper?id=724b0c38-757e-11ea-a506-0242ac1a0005 蒙特卡罗方法] |
| + | ::本文将介绍一种处理数学物理中一类问题的方法的动机和一般描述。这种方法本质上是一种研究微分方程的统计学方法,或者更广泛地说,是研究自然科学各个分支中出现的积分-微分方程的一种统计方法。 |
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