User:Waterbug89/Books/Stochastic applications, methods, algorithms
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Stochastic applications, methods, algorithms
stochastic analysis
- Stochastic optimization
- Bayesian optimization
- BRST algorithm
- CMA-ES
- Correlation gap
- Multi-armed bandit
- Natural evolution strategy
- Optimal computing budget allocation
- Parallel tempering
- Quantum annealing
- Random search
- Scenario optimization
- Simulation Optimization Library: Throughput Maximization
- Stochastic approximation
- Stochastic gradient descent
- Stochastic tunneling
- Haybittle–Peto boundary
- Neyer d-optimal test
- Pocock boundary
- Response surface methodology
- Thompson sampling
- Automatic basis function construction
- Hamilton–Jacobi–Bellman equation
- Linear–quadratic–Gaussian control
- Mabinogion sheep problem
- Markov decision process
- Merton's portfolio problem
- Multiplier uncertainty
- Optimal projection equations
- Partially observable Markov decision process
- Robust control
- Separation principle
- Witsenhausen's counterexample
- Estimation of distribution algorithm
- Evolution strategy
- First-order second-moment method
- Least mean squares filter
- Low-energy adaptive clustering hierarchy
- Randomized algorithm
- Simultaneous perturbation stochastic approximation
- Stochastic computing
- Stochastic neural network
- Stochastic universal sampling
- Monte Carlo method
- Antithetic variates
- Auxiliary field Monte Carlo
- Auxiliary particle filter
- Biology Monte Carlo method
- Control variates
- Coupling from the past
- Cross-entropy method
- Demon algorithm
- Direct simulation Monte Carlo
- Dynamic Monte Carlo method
- Ensemble forecasting
- Ensemble Kalman filter
- Equation of State Calculations by Fast Computing Machines
- Event generator
- Fisher–Yates shuffle
- Gillespie algorithm
- Hybrid Monte Carlo
- Importance sampling
- Inverse transform sampling
- Iterated filtering
- Kinetic Monte Carlo
- Markov chain Monte Carlo
- Marsaglia polar method
- Mean field particle methods
- Metropolis light transport
- Metropolis-adjusted Langevin algorithm
- Metropolis–Hastings algorithm
- Monte Carlo integration
- Monte Carlo localization
- Monte Carlo method for photon transport
- Monte Carlo methods for electron transport
- Monte Carlo molecular modeling
- Monte Carlo tree search
- MPMC
- Multicanonical ensemble
- Multiple-try Metropolis
- Particle filter
- Quantum jump method
- Quasi-Monte Carlo method
- Rejection sampling
- Resampling (statistics)
- Reverse Monte Carlo
- Reversible-jump Markov chain Monte Carlo
- Sampling in order
- Simulated annealing
- Swendsen–Wang algorithm
- Tau-leaping
- Transition path sampling
- TraPPE force field
- Umbrella sampling
- Variance reduction
- Volumetric path tracing
- Wolff algorithm
- Ziff–Gulari–Barshad model
- Construction of an irreducible Markov chain in the Ising model
- Gibbs sampling
- Slice sampling
- Wang and Landau algorithm
- Monte Carlo methods in finance
- Agent-based computational economics
- Brownian model of financial markets
- Datar–Mathews method for real option valuation
- Historical simulation (finance)
- Liquidity at risk
- Margin at risk
- Monte Carlo methods for option pricing
- Profit at risk
- Quasi-Monte Carlo methods in finance
- Statistical finance
- Stochastic investment model
- Stochastic modelling (insurance)
- Value at risk
- Wilkie investment model
- Quantum Monte Carlo
- CASINO
- Diffusion Monte Carlo
- Gaussian quantum Monte Carlo
- Path integral molecular dynamics
- Path integral Monte Carlo
- Reptation Monte Carlo
- Time-dependent variational Monte Carlo
- Variational Monte Carlo
- AM (complexity)
- AWPP (complexity)
- BPL (complexity)
- BPP (complexity)
- BQP
- Co-RP
- IP (complexity)
- MA (complexity)
- PL (complexity)
- PostBQP
- PP (complexity)
- QCMA
- QIP (complexity)
- QMA
- ZPP (complexity)
- Bloom filter
- Count–min sketch
- HyperLogLog
- Kinetic hanger
- Kinetic heater
- Locality-sensitive hashing
- MinHash
- Quotient filter
- Random binary tree
- Random tree
- Rapidly-exploring random tree
- SimHash
- Skip list
- Treap
- Algorithmic information theory
- Approximate counting algorithm
- Arthur–Merlin protocol
- Atlantic City algorithm
- Average performance
- Average-case complexity
- Averaging argument
- Derandomization
- Entropy compression
- Expected linear time MST algorithm
- Freivalds' algorithm
- Karloff–Zwick algorithm
- Linear partial information
- List update problem
- Monte Carlo algorithm
- Morris method
- PCP theorem
- Principle of deferred decision
- Probabilistic analysis of algorithms
- Probabilistic complexity theory
- Probabilistic Turing machine
- Probabilistically checkable proof
- Property testing
- Random permutation
- Random self-reducibility
- Randomized algorithms as zero-sum games
- Reservoir sampling
- Set balancing
- Sipser–Lautemann theorem
- Solovay–Strassen primality test
- With high probability
- Yao's principle