Bibliography for Monte Carlo Integration

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  1. Adaptive integration method for Monte Carlo simulations
    Fasnacht, Marc; Swendsen, Robert H.; Rosenberg, John M.  
    Physical Review E, v 69, n 5 1, May, 2004, p 056704-1-056704-15, Compendex.
  2. A theory of statistical models for Monte Carlo integration
    Kong A.; McCullagh P.; Meng X.-L.; Nicolae D.; Tan Z.
    Journal of the Royal Statistical Society: Series B (Statistical Methodology), August 2003, vol. 65, no. 3, pp. 585-604, Ingenta.  
  3. A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
    Schurer R.
    Mathematics and Computers in Simulation, 3 March 2003, vol. 62, no. 3, pp. 509-517, Ingenta.  
  4. Using Genetic Operators to Speed up Markov Chain Monte Carlo Integration
    Lukka, T. J.; Kujala, J. V.
    Monte Carlo Methods and Applications, 2002, vol. 8, no. 1, pp. 51-72, Ingenta.
  5. Path integral Monte Carlo applications to quantum fluids in confined geometries
    Ceperley, David M.; Manousakis, Efstratios  
    Journal of Chemical Physics, v 115, n 22, Dec 8, 2001, p 10111-10118, Compendex.
  6. Monte-Carlo and quasi-Monte-Carlo methods for numerical integration.
    Faure, Henri
    Combinatorial & computational mathematics (Pohang, 2000), 1--12, World Sci. Publishing, River Edge, NJ, 2001, MathSciNet.  
  7. Geometrical Monte Carlo method and its modifications.
    Voytishek, A. V.; Dyatlova, E. G.; Mezentseva, T. E.
    Monte Carlo Methods Appl. 6 (2000), no. 2, 131--139, MathSciNet.  
  8. A Classroom Note on Monte Carlo Integration.
    Kolpas, Sid
    Mathematics and computer education, 1998, vol. 32, no. 1, pp. 6, Ingenta.  
  9. The Randomness of Remainders (in Notes)  
    D. A. Moran; B. M. Stewart  
    Mathematics Magazine, Vol. 71, No. 2. (Apr., 1998), pp. 139-141, Jstor.  
  10. A Quasi-Monte Carlo Scheme using Nets for a Linear Boltzmann Equation  
    Christian Lecot; Ibrahim Coulibaly  
    SIAM Journal on Numerical Analysis, Vol. 35, No. 1. (Feb., 1998), pp. 51-70, Jstor.  
  11. Improved Monte Carlo from factor integration.
    Pianykh, O.S.; Tyler, J.M.; Waggenspack Jr., W.N.
    Computers & Graphics (Pergamon), 1998, vol. 22, no. 6, pp. 723-734, Ingenta.
  12. Applications to risk theory of a Monte Carlo multiple integration method.
    Usabel, M.A.
    Insurance, mathematics & economics, 1998, vol. 23, no. 1, pp. 71, Ingenta.
  13. A Use of Monte Carlo Integration for Population Pharmacokinetics with Multivariate Population Distribution.
    Yafume, Akifumi; Takebe, Masato; Ogata, Hiroyasu
    Journal of pharmacokinetics and biopharmaceutics, 1998, vol. 26, no. 1, pp. 103, Ingenta.
  14. On Quasi-Monte Carlo Simulation of Stochastic Differential Equations  
    Norbert Hofmann; Peter Mathe  
    Mathematics of Computation, Vol. 66, No. 218. (Apr., 1997), pp. 573-589, Jstor.  
  15. Quasi-Monte Carlo integration of digitally smooth functions by digital nets.
    Larcher, Gerhard; Pirsic, Gottlieb; Wolf, Reinhard
    Monte Carlo and quasi-Monte Carlo methods 1996 (Salzburg), 321--329, Lecture Notes in Statist., 127, Springer, New York, 1998, MathSciNet.  
  16. Error Bounds for Quasi-Monte Carlo Integration with Nets  
    Christian Lecot  
    Mathematics of Computation, Vol. 65, No. 213. (Jan., 1996), pp. 179-187, Jstor.  
  17. A Variance Reducing Multiplier for Monte Carlo Integrations
    Sobol', I. M.; Tutunnikov, A. V.  
    Mathematical and Computer Modelling (Oxford), v 23, n 8-9, 1996, p 87, Compendex.
  18. Monte Carlo integration, quadratic resampling, and asset pricing
    Barraquand, J.  
    Mathematics and Computers in Simulation, v 38, n 1-3, May, 1995, p 173, Compendex.
  19. Semi-classical Monte Carlo path integration without root searches
    Kinugawa, T.  
    Chemical Physics Letters, v 235, n 5-6, 1995, p 395, Compendex.
  20. Determining Sample Sizes for Monte Carlo Integration (in Classroom Computer Capsules)  
    David Neal  
    The College Mathematics Journal, Vol. 24, No. 3. (May, 1993), pp. 254-259, Jstor.  
  21. Estimation of multidimensional integrals: is Monte Carlo the best method?  
    Janse van Rensburg, E. J.; Torrie, G. M.
    J. Phys. A  26  (1993),  no. 4, 943--953, MathSciNet.  
  22. Good Parameters for a Class of Node Sets in Quasi-Monte Carlo Integration  
    Tom Hansen, Gary L. Mullen, Harald Niederreiter  
    Mathematics of Computation, Vol. 61, No. 203, Special Issue Dedicated to Derrick Henry Lehmer. (Jul., 1993), pp. 225-234, Jstor.  
  23. Integration of Multimodal Functions by Monte Carlo Importance Sampling (in Theory and Methods)  
    Man-Suk Oh; James O. Berger  
    Journal of the American Statistical Association, Vol. 88, No. 422. (Jun., 1993), pp. 450-456, Jstor.  
  24. Estimation of multidimensional integrals: is Monte Carlo the best method?  
    Janse van Rensburg, E. J.; Torrie, G. M.
    J. Phys. A  26  (1993),  no. 4, 943--953, MathSciNet.  
  25. Trapezoidal Stratified Monte Carlo Integration  
    Stamatis Cambanis, Elias Masry  
    SIAM Journal on Numerical Analysis, Vol. 29, No. 1. (Feb., 1992), pp. 284-301, Jstor.  
  26. A Monte Carlo Application to Approximate [Graphics:../Images/MonteCarloBib_gr_1.gif]   
    Kenneth Easterday and Tommy Smith   
    School Science and Mathematics, Vol. 92, No. 1, (1992), pp. 23-25.   
  27. Adaptive Importance Sampling in Monte Carlo Integration.
    Oh, Man-Suk; Berger, James O.
    Journal of statistical computation and simulation, 1992, vol. 41, no. 3/4, pp. 143-168, Ingenta.  
  28. Monte Carlo Simulation of Infinite Series (in Notes)  
    Frederick Solomon  
    Mathematics Magazine, Vol. 64, No. 3. (Jun., 1991), pp. 188-196, Jstor.  
  29. Monte Carlo integration with quasi-random numbers: some experience.
    Berblinger, Michael; Schlier, Christoph
    Comput. Phys. Comm. 66 (1991), no. 2-3, 157--166, Math. Sci. Net.   
  30. Trapezoidal Monte Carlo Integration  
    Elias Masry, Stamatis Cambanis  
    SIAM Journal on Numerical Analysis, Vol. 27, No. 1. (Feb., 1990), pp. 225-246, Jstor.  
  31. Monte Carlo modeling of the tracking signal for forecast errors in computer integrated manufacture
    Ristroph, John H.   
    Computers & Industrial Engineering, v 19, n 1-4, 1990, p 67-71, Compendex.
  32. Bayesian Inference in Econometric Models Using Monte Carlo Integration  
    John Geweke  
    Econometrica, Vol. 57, No. 6. (Nov., 1989), pp. 1317-1339, Jstor.  
  33. Volume estimation by Monte Carlo methods.
    Fok, D. S. K.; Crevier, D.
    J. Statist. Comput. Simulation 31 (1989), no. 4, 223--235, MathSciNet.  
  34. Hierarchical Bayesian Analysis Using Monte Carlo Integration: Computing Posterior Distributions When There are Many Possible Models  
    Leland Stewart  
    The Statistician, Vol. 36, No. 2/3, Special Issue: Practical Bayesian Statistics. (1987), pp. 211-219, Jstor.  
  35. Bayesian Posterior Distributions Over Sets of Possible Models with Inferences Computed by Monte Carlo Integration  
    Leland Stewart; William W. Davis  
    The Statistician, Vol. 35, No. 2, Special Issue: Statistical Modelling. (1986), pp. 175-182, Jstor.  
  36. A Monte Carlo Simulation Related to the St. Petersburg Paradox (in Computer Corner)  
    Allan J. Ceasar  
    The College Mathematics Journal, Vol. 15, No. 4. (Sep., 1984), pp. 339-342, Jstor.  
  37. Bayesian Analysis Using Monte Carlo Integration-a Powerful Methodology for Handling Some Difficult Problems  
    Leland Stewart  
    The Statistician, Vol. 32, No. 1/2, Proceedings of the 1982 I.O.S. Annual Conference on Practical Bayesian Statistics. (Mar. - Jun., 1983), pp. 195-200, Jstor.  
  38. Markov Chains in Monte Carlo  
    Hans Sagan  
    Mathematics Magazine, Vol. 54, No. 1. (Jan., 1981), pp. 3-10, Jstor.  
  39. Binomial Baseball (in Computers and Calculators)  
    Eugene M. Levin  
    The Two-Year College Mathematics Journal, Vol. 12, No. 4. (Sep., 1981), pp. 260-266, Jstor.  
  40. Weighted Monte Carlo Integration  
    S. Yakowitz, J. E. Krimmel, F. Szidarovszky  
    SIAM Journal on Numerical Analysis, Vol. 15, No. 6. (Dec., 1978), pp. 1289-1300, Jstor.  
  41. Multidimensional Monte Carlo Integration Based on Factorized Approximation Functions  
    Tateaki Sasaki  
    SIAM Journal on Numerical Analysis, Vol. 15, No. 5. (Oct., 1978), pp. 938-952, Jstor.  
  42. Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo  
    T. Kloek; H. K. van Dijk  
    Econometrica, Vol. 46, No. 1. (Jan., 1978), pp. 1-19, Jstor.  
  43. Bisection method for Monte Carlo integration.
    Okamoto, Masashi; Takahashi, Rinya
    Math. Japon. 22 (1977), no. 3, 403--411, Math. Sci. Net.   
  44. Asymptotic Normality in Monte Carlo Integration  
    Masashi Okamot  
    Mathematics of Computation, Vol. 30, No. 136. (Oct., 1976), pp. 831-837, Jstor.  
  45. Calcul d'une intégrale sur un triangle par la méthode de Monte-Carlo.
    Hillion, Pierre
    C. R. Acad. Sci. Paris Sér. A-B 282 (1976), no. 1, Aiii, A59--A61, MathSciNet.  
  46. A Precalculus Unit on Area under Curves (in Computer Corner)  
    Samuel Goldberg
    The Two-Year College Mathematics Journal, Vol. 6, No. 4. (Dec., 1975), pp. 29-35, Jstor.  
  47. Fast Monte Carlo integration of PDF estimators.
    Batchelor, B. G.; Hand, D. J.
    J. Cybernet. 5 (1975), no. 3, 111--124 (1976), MathSciNet.  
  48. The Mathematical Basis of Monte Carlo and Quasi-Monte Carlo Methods  
    S. K. Zaremba  
    SIAM Review, Vol. 10, No. 3. (Jul., 1968), pp. 303-314, Jstor.  
  49. Bernstein Polynomials and Monte Carlo Integration  
    Lloyd Rosenberg  
    SIAM Journal on Numerical Analysis, Vol. 4, No. 4. (Dec., 1967), pp. 566-574, Jstor.  
  50. A Modified Monte-Carlo Quadrature  
    Seymour Haber  
    Mathematics of Computation, Vol. 20, No. 95. (Jul., 1966), pp. 361-368, Jstor.  
  51. The Monte Carlo Method  
    W. F. Bauer  
    Journal of the Society for Industrial and Applied Mathematics, Vol. 6, No. 4. (Dec., 1958), pp. 438-451, Jstor.  
  52. Some Monte Carlo Experiments in Computing Multiple Integrals  
    P. Davis; P. Rabinowitz  
    Mathematical Tables and Other Aids to Computation, Vol. 10, No. 53. (Jan., 1956), pp. 1-8, Jstor.  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(c) John H. Mathews 2005