Tuxae / Monte-Carlo

Illustration of some Monte Carlo methods presented by Nicolas CHOPIN (ENSAE).

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Monte Carlo

Monte Carlo methods are a broad class of algorithms using random sampling to obtain numerical values. It could be used in Optimization, Numerical Integration or samping generation from a probabilistic distribution.

These notebooks are here to illustrate these concepts.

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Illustration of some Monte Carlo methods presented by Nicolas CHOPIN (ENSAE).


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