Monte Carlo method (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Monte Carlo method" in English language version.

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  • Spall, J. C. (2003), Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control, Wiley, Hoboken, NJ. http://www.jhuapl.edu/ISSO

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  • 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. JSTOR 1390750.

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