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Descriptions and Comparisons of Monte Carlo Algorithms
November/December 2009 (vol. 11 no. 6)
pp. 103

Complex and highly interdisciplinary by nature, MC methods have been written about extensively over the years. This review of Jun S. Liu's book, Monte Carlo Strategies in Scientific Computing (Springer, 2nd printing, 2008), notes that it focuses heavily on theory, but also describes a wide variety of algorithms.

Index Terms:
Monte Carlo methods, theory of Monte Carlo methods, Monte Carlo algorithms
Citation:
Larry Engelhardt, "Descriptions and Comparisons of Monte Carlo Algorithms," Computing in Science and Engineering, vol. 11, no. 6, pp. 103, Nov.-Dec. 2009, doi:10.1109/MCSE.2009.192
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