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Monte Carlo Methods

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International Centre for Theoretical Sciences
The Power of Sampling by Peter W. Glynn

Explore sampling methods in statistics, computation, and engineering. Learn about their history, applications, and advantages in overcoming dimensional challenges and creating scalable algorithms.
- YouTube
- 1 hour 29 minutes
- On-Demand
- Free Video
International Centre for Theoretical Sciences
Mean-Field Games Stochastic Differential Mean-Field Games by Kavita Ramanan

Explore stochastic differential mean-field games in this advanced lecture, delving into mathematical models for large-scale strategic interactions and their applications in various complex systems.
- YouTube
- 56 minutes
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- Free Video
International Centre for Theoretical Sciences
Modified Logarithmic Sobolev Inequalities - Theory

Explore modified logarithmic Sobolev inequalities in this theoretical lecture by Prasad Tetali, part of a program on advances in applied probability covering high-dimensional computation and limit theorems.
- YouTube
- 1 hour
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- Free Video
Applied Algebraic Topology Network
Exchanging Replicas with Unequal Cost, Infinitely and Permanently

Innovative replica exchange method for parallel simulations with varying computational costs, enhancing efficiency in Monte Carlo algorithms and path sampling techniques.
- YouTube
- 36 minutes
- On-Demand
- Free Video
Institute for Pure & Applied Mathematics (IPAM)
Introduction to Classical and Quantum Monte Carlo Methods for Many-Body Systems

Explore classical and quantum Monte Carlo methods for many-body systems, including Metropolis algorithms, Feynman's path integral formalism, and projector Monte Carlo techniques for fermion systems.
- YouTube
- 1 hour 8 minutes
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- Free Video
Prof. Ryan C. Cooper
Monte Carlo Methods for NYSE Stock Predictions - ME3255

Explore Monte Carlo methods for predicting NYSE stock movements. Learn statistical techniques to analyze market trends and make informed investment decisions.
- YouTube
- 23 minutes
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- Free Video
Prof. Ryan C. Cooper
ME3255 - Quantitative Descriptions on Monte Carlo Models

Explore Monte Carlo models through quantitative descriptions, enhancing understanding of statistical simulation techniques and their applications in engineering and science.
- YouTube
- 25 minutes
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- Free Video
Prof. Ryan C. Cooper
ME3255 - Moore's Law and Monte Carlo Methods

Explore Moore's law and Monte Carlo methods in computational mechanics, gaining insights into technological advancements and simulation techniques for engineering applications.
- YouTube
- 34 minutes
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- Free Video
Prof. Ryan C. Cooper
ME3255 - Building Moore's Prediction and Using Monte Carlo Buckling Analysis

Explore Moore's prediction and Monte Carlo buckling analysis techniques for advanced engineering applications. Enhance structural design skills.
- YouTube
- 28 minutes
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Prof. Ryan C. Cooper
Monte Carlo Models for Pi Calculation and Buckling Structures - Lecture

Explore Monte Carlo methods for estimating pi and analyzing structural buckling, covering random number generation and statistical analysis techniques.
- YouTube
- 30 minutes
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Probabilistic AI School
Monte Carlo Methods

Explore Monte Carlo methods for probabilistic AI, covering key concepts and applications in this comprehensive tutorial from ProbAI 2024.
- YouTube
- 2 hours 26 minutes
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Centrum Fizyki Teoretycznej PAN
A Monte Carlo Method for Stationary Solutions of General-Relativistic Vlasov Systems

Delve into Monte Carlo methods for solving general-relativistic Vlasov equations, exploring particle trajectory analysis and applications in black hole accretion models.
- YouTube
- 1 hour 11 minutes
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- Free Video
Codeynamics
Integration by Monte Carlo Method Using Python in Jupyter Notebook

Explore Monte Carlo integration using Python in Jupyter Notebook. Learn to apply this powerful numerical technique for solving complex integrals.
- YouTube
- 11 minutes
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- Free Video
Centre de recherches mathématiques - CRM
Free Lunches and Subsampling Monte Carlo in Bayesian Computation

Delve into the mathematical analysis of MCMC algorithms' performance with large datasets, exploring subsampling methods, their limitations, and potential optimizations in Bayesian computation.
- YouTube
- 57 minutes
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- Free Video
INI Seminar Room 2
Langevin Monte Carlo Beyond Lipschitz Gradient Continuity

Delve into advanced mathematical concepts of Langevin Monte Carlo methods, exploring extensions beyond traditional Lipschitz gradient continuity constraints in stochastic systems.
- YouTube
- 51 minutes
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