book chapterHandbooks in operations research and management scienceJan 1, 2003Closed access

Monte Carlo Sampling Methods

ASAlexander Shapiro

Georgia Institute of Technology

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Abstract

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Citation impact

910
total citations
FWCI
47.62
Percentile
100%
References
53
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Estimator
  • Monte Carlo method
  • Variance reduction
  • Mathematical optimization
  • Sampling (signal processing)
  • Convergence (economics)
  • Statistical inference
  • Computer science
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