In computing, a Monte Carlo algorithm is a randomized algorithm whose output may be incorrect with a certain (typically small) probability. Two examples...

In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution. Given a probability distribution...

computes a definite integral. While other algorithms usually evaluate the integrand at a regular grid, Monte Carlo randomly chooses points at which the integrand...

Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical...

statistics and statistical physics, the Metropolis–Hastings algorithm is a Markov chain Monte Carlo (MCMC) method for obtaining a sequence of random samples...

(Las Vegas algorithms, for example Quicksort), and algorithms which have a chance of producing an incorrect result (Monte Carlo algorithms, for example...

contrast to Monte Carlo algorithms, the Las Vegas algorithm can guarantee the correctness of any reported result. // Las Vegas algorithm repeat: k = RandInt(n)...

The Hamiltonian Monte Carlo algorithm (originally known as hybrid Monte Carlo) is a Markov chain Monte Carlo method for obtaining a sequence of random...

In computer science, Monte Carlo tree search (MCTS) is a heuristic search algorithm for some kinds of decision processes, most notably those employed in...

properties and numerically exact exponentially scaling quantum Monte Carlo algorithms, but none that are both. In principle, any physical system can be...