User:Waterbug89/Books/stochastic methods

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 programming

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

Stochastic control

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

VEGAS algorithm

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

RL (complexity)

RP (complexity)

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

Las Vegas 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