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  2. Monte Carlo method - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_method

    Monte Carlo simulation: Drawing a large number of pseudo-random uniform variables from the interval [0,1] at one time, or once at many different times, and assigning values less than or equal to 0.50 as heads and greater than 0.50 as tails, is a Monte Carlo simulation of the behavior of repeatedly tossing a coin.

  3. Simulation-based optimization - Wikipedia

    en.wikipedia.org/wiki/Simulation-based_optimization

    Such methods are known as ‘numerical optimization’, ‘simulation-based optimization’ [1] or 'simulation-based multi-objective optimization' used when more than one objective is involved. In simulation experiment, the goal is to evaluate the effect of different values of input variables on a system.

  4. Simulation - Wikipedia

    en.wikipedia.org/wiki/Simulation

    Modeling, interoperable simulation and serious games is where serious game approaches (e.g. game engines and engagement methods) are integrated with interoperable simulation. [16] Simulation fidelity is used to describe the accuracy of a simulation and how closely it imitates the real-life counterpart. Fidelity is broadly classified as one of ...

  5. Modeling and simulation - Wikipedia

    en.wikipedia.org/wiki/Modeling_and_simulation

    Modeling and simulation are important in research. Representing the real systems either via physical reproductions at smaller scale, or via mathematical models that allow representing the dynamics of the system via simulation, allows exploring system behavior in an articulated way which is often either not possible, or too risky in the real world.

  6. Markov chain Monte Carlo - Wikipedia

    en.wikipedia.org/wiki/Markov_chain_Monte_Carlo

    In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution.Given a probability distribution, one can construct a Markov chain whose elements' distribution approximates it – that is, the Markov chain's equilibrium distribution matches the target distribution.

  7. Uncertainty quantification - Wikipedia

    en.wikipedia.org/wiki/Uncertainty_quantification

    Simulation-based methods: Monte Carlo simulations, importance sampling, adaptive sampling, etc. General surrogate-based methods: In a non-instrusive approach, a surrogate model is learnt in order to replace the experiment or the simulation with a cheap and fast approximation. Surrogate-based methods can also be employed in a fully Bayesian fashion.

  8. Rejection sampling - Wikipedia

    en.wikipedia.org/wiki/Rejection_sampling

    In numerical analysis and computational statistics, rejection sampling is a basic technique used to generate observations from a distribution.It is also commonly called the acceptance-rejection method or "accept-reject algorithm" and is a type of exact simulation method.

  9. Verification and validation of computer simulation models

    en.wikipedia.org/wiki/Verification_and...

    The approaches range from subjective reviews to objective statistical tests. One approach that is commonly used is to have the model builders determine validity of the model through a series of tests. [3] Naylor and Finger [1967] formulated a three-step approach to model validation that has been widely followed: [1] Step 1.