论文标题
蒙特卡洛模拟技术
Monte Carlo Simulation Techniques
论文作者
论文摘要
蒙特卡洛模拟在包括粒子加速器在内的许多领域被广泛使用。在本讲座中，在简短的介绍和审查了一些统计背景之后，我们将讨论诸如直接反转，拒绝方法和马尔可夫链蒙特卡洛之类的方法，以采样概率分布函数，以及降低方差的方法，以评估使用蒙特卡洛模拟的数值积分。我们还将在本演讲结束时简要介绍准蒙特卡洛抽样。
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection method, and Markov chain Monte Carlo to sample a probability distribution function, and methods for variance reduction to evaluate numerical integrals using the Monte Carlo simulation. We will also briefly introduce the quasi-Monte Carlo sampling at the end of this lecture.
