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Liu, Jun S.; Liang, Faming; Wong, Wing Hung (March 1, 2000). "The Multiple-Try Method and Local Optimization in Metropolis Sampling". Journal of the American Statistical Association. 95 (449): 121–134. doi:10.1080/01621459.2000.10473908. ISSN0162-1459. S2CID123468109.
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Wei, J.; Kruis, F.E. (2013). "A GPU-based parallelized Monte-Carlo method for particle coagulation using an acceptance–rejection strategy". Chemical Engineering Science. 104: 451–459. Bibcode:2013ChEnS.104..451W. doi:10.1016/j.ces.2013.08.008.
Lin, Y.; Wang, F.; Liu, B. (2018). "Random number generators for large-scale parallel Monte Carlo simulations on FPGA". Journal of Computational Physics. 360: 93–103. Bibcode:2018JCoPh.360...93L. doi:10.1016/j.jcp.2018.01.029.
Möller, W.; Eckstein, W. (March 1, 1984). "Tridyn — A TRIM simulation code including dynamic composition changes". Nuclear Instruments and Methods in Physics Research Section B: Beam Interactions with Materials and Atoms. 2 (1): 814–818. Bibcode:1984NIMPB...2..814M. doi:10.1016/0168-583X(84)90321-5.
Spall, J. C. (2003), Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control, Wiley, Hoboken, NJ. http://www.jhuapl.edu/ISSO
jstor.org
Kitagawa, G. (1996). "Monte carlo filter and smoother for non-Gaussian nonlinear state space models". Journal of Computational and Graphical Statistics. 5 (1): 1–25. doi:10.2307/1390750. JSTOR1390750.
Metropolis, Nicholas; Rosenbluth, Arianna W.; Rosenbluth, Marshall N.; Teller, Augusta H.; Teller, Edward (June 1, 1953). "Equation of State Calculations by Fast Computing Machines". The Journal of Chemical Physics. 21 (6): 1087–1092. Bibcode:1953JChPh..21.1087M. doi:10.1063/1.1699114. ISSN0021-9606. OSTI4390578. S2CID1046577.
Carmona, René; Del Moral, Pierre; Hu, Peng; Oudjane, Nadia (2012). "An Introduction to Particle Methods with Financial Applications". In Carmona, René A.; Moral, Pierre Del; Hu, Peng; et al. (eds.). Numerical Methods in Finance. Springer Proceedings in Mathematics. Vol. 12. Springer Berlin Heidelberg. pp. 3–49. CiteSeerX10.1.1.359.7957. doi:10.1007/978-3-642-25746-9_1. ISBN978-3-642-25745-2.
semanticscholar.org
api.semanticscholar.org
Kroese, D. P.; Brereton, T.; Taimre, T.; Botev, Z. I. (2014). "Why the Monte Carlo method is so important today". WIREs Comput Stat. 6 (6): 386–392. doi:10.1002/wics.1314. S2CID18521840.
Metropolis, Nicholas; Rosenbluth, Arianna W.; Rosenbluth, Marshall N.; Teller, Augusta H.; Teller, Edward (June 1, 1953). "Equation of State Calculations by Fast Computing Machines". The Journal of Chemical Physics. 21 (6): 1087–1092. Bibcode:1953JChPh..21.1087M. doi:10.1063/1.1699114. ISSN0021-9606. OSTI4390578. S2CID1046577.
Liu, Jun S.; Liang, Faming; Wong, Wing Hung (March 1, 2000). "The Multiple-Try Method and Local Optimization in Metropolis Sampling". Journal of the American Statistical Association. 95 (449): 121–134. doi:10.1080/01621459.2000.10473908. ISSN0162-1459. S2CID123468109.
Hill, Stacy D.; Spall, James C. (2019). "Stationarity and Convergence of the Metropolis-Hastings Algorithm: Insights into Theoretical Aspects". IEEE Control Systems Magazine. 39: 56–67. doi:10.1109/MCS.2018.2876959. S2CID58672766.
Crisan, Dan; Gaines, Jessica; Lyons, Terry (1998). "Convergence of a branching particle method to the solution of the Zakai". SIAM Journal on Applied Mathematics. 58 (5): 1568–1590. doi:10.1137/s0036139996307371. S2CID39982562.
Baeurle 2009 Baeurle, Stephan A. (2009). "Multiscale modeling of polymer materials using field-theoretic methodologies: A survey about recent developments". Journal of Mathematical Chemistry. 46 (2): 363–426. doi:10.1007/s10910-008-9467-3. S2CID117867762.
Metropolis, Nicholas; Rosenbluth, Arianna W.; Rosenbluth, Marshall N.; Teller, Augusta H.; Teller, Edward (June 1, 1953). "Equation of State Calculations by Fast Computing Machines". The Journal of Chemical Physics. 21 (6): 1087–1092. Bibcode:1953JChPh..21.1087M. doi:10.1063/1.1699114. ISSN0021-9606. OSTI4390578. S2CID1046577.
Liu, Jun S.; Liang, Faming; Wong, Wing Hung (March 1, 2000). "The Multiple-Try Method and Local Optimization in Metropolis Sampling". Journal of the American Statistical Association. 95 (449): 121–134. doi:10.1080/01621459.2000.10473908. ISSN0162-1459. S2CID123468109.
Gordon, N.J.; Salmond, D.J.; Smith, A.F.M. (April 1993). "Novel approach to nonlinear/non-Gaussian Bayesian state estimation". IEE Proceedings F - Radar and Signal Processing. 140 (2): 107–113. doi:10.1049/ip-f-2.1993.0015. ISSN0956-375X. S2CID12644877.