A recent update to the solitaire app on my phone installed only winning deals. That is, every game can be won, although it may not be completely obvious how to do so. If you make a wrong move at some ...

Monte Carlo methods and Markov Chain algorithms have long been central to computational science, forming the backbone of numerical simulation in a variety of disciplines. These techniques employ ...

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is ...

The Monte Carlo method is a type of algorithm that reveals a distribution by randomly sampling its elements again and again. For example, say there are 40 red marbles, 20 green marbles, 25 orange ...

Markov Chain Monte Carlo (MCMC) methods have become indispensable in contemporary statistical science, enabling researchers to approximate complex probability distributions that are otherwise ...