# Questions tagged [monte-carlo]

Questions on Monte Carlo methods, methods that require the repeated generation of (pseudo-, quasi-)random numbers for computing their results.

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### Error in Monte Carlo integration

I am looking for a concise description to help me understand the error for Monte Carlo Integration using Uniform Sampling and Importance Sampling For Importance Sampling I have that the error is just ...
96 views

921 views

### Estimate information entropy through Monte Carlo sampling

I am looking for methods that allow estimating the information entropy of a distribution when the only practical ways of sampling from that distribution are Monte Carlo methods. My problem is not ...
147 views

### Why are Hamiltonian dynamics used in MCMC?

In Hamiltonian Monte Carlo, Hamiltonian dynamics are used to generate new proposals from the current state. I understand why these dynamics are used as opposed to random walk behavior to generate ...
385 views

### optimization problem. Monte Carlo stochastic method or another one?

I have the following problem, there is an objective function f() depending on 7 variables x=(x1,x2,...x7), so f(x)=f((x1,x2,...x7)) and I want to find the combination of variables that minimize the ...
1k views

### Use Monte Carlo method to simulate consecutive decay in MATLAB

I'm trying to use MATLAB to simulate an atom decay process by using Monte Carlo approach. The process is as follow: Suppose that atom 1 decay to atom 2, which, in turn, decay to stable atoms of type ...
75 views

### Metropolis algorithm and thermal sine-Gordon model

I try to simulate thermal version of 1D $(x, t)$ sine-Gordon field model. I am interested in finding thermal static solution that minimizes functional of energy $E$: E = \int dx \left( \frac{1}{2} \...
201 views

### Fast Python implementation of short-range interacting particles under Metroplis algorithm

Can anyone write a Python implementation of a set of particles interacting in 2D according to a short-range particle-particle force and evolving in time under a Metropolis algorithm, which randomly ...
72 views

### RNG float range for metropolis monte carlo

I have a robust RNG that generates random 32-bit (unsigned) ints. As is probably well known, for metropolis MC simulation, a random number between 0 and 1 is needed to determine acceptance/rejection ...
297 views

### Efficiently rotate vector in 2D (and 3D)

I need to efficiently rotate a 2D (and 3D) vector in a CUDA kernel. I was thinking about generating random unitary rotation matrices. I don't need to know the angle, it just has to be randomly ...
2k views

### Parallel Mersenne Twister for Monte Carlo

Recently, I came across a comment claiming that almost all researchers doing Monte Carlo methods are doing it wrong. It went on to elaborate that merely choosing different seeds for different ...