Monte Carlo integration – the process of numerically estimating the mean of a probability distribution by averaging samples – is used in financial risk analysis, drug development, supply chain ...

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is ...

Inference for a complex system with a rough energy landscape is a central topic in Monte Carlo computation. Motivated by the successes of the Wang—Landau algorithm in discrete systems, we generalize ...

CAMBRIDGE, United Kingdom, May 27, 2021 /PRNewswire/ -- Cambridge Quantum Computing (CQC) today announced the discovery of a new algorithm that accelerates quantum Monte Carlo integration - shortening ...

The Monte Carlo method is a type of algorithm that reveals a distribution by randomly sampling its elements again and again. For example, say there are 40 red marbles, 20 green marbles, 25 orange ...