# Questions tagged [monte-carlo]

Using (pseudo-)random numbers and the Law of Large Numbers to simulate the random behavior of a real system.

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### Rule of thumb for number of bootstrap samples

I wonder if someone knows any general rules of thumb regarding the number of bootstrap samples one should use, based on characteristics of the data (number of observations, etc.) and/or the variables ...
6k views

### Are all simulation methods some form of Monte Carlo?

Is there a simulation method that is not Monte Carlo? All simulation methods involve substituting random numbers into the function to find a range of values for the function. So are all simulation ...
2k views

### Sampling from marginal distribution using conditional distribution?

I want to sample from a univariate density $f_X$ but I only know the relationship: $$f_X(x) = \int f_{X\vert Y}(x\vert y)f_Y(y) dy.$$ I want to avoid the use of MCMC (directly on the integral ...
23k views

### K-fold vs. Monte Carlo cross-validation

I am trying to learn various cross validation methods, primarily with intention to apply to supervised multivariate analysis techniques. Two I have come across are K-fold and Monte Carlo cross-...
2k views

### Can I use bootstrapping to estimate the uncertainty in a maximum value of a GAM?

I have data from an experiment where I look at the development of algal biomass as a function of the concentration of a nutrient. The relationship between biomass (the response variable) and the ...
8k views

### MCMC on a bounded parameter space?

I am trying to apply MCMC on a problem, but my priors(in my case they are $\alpha\in[0,1],\beta\in[0,1]$)) are restricted to an area? Can I use normal MCMC and ignore the samples that fall outside of ...
3k views

### Monte carlo simulation in R

I am trying to solve the following exercise but I actually have no clue on how to start doing this. I've found some code in my book that looks like it but it's a completely different exercise and I ...
5k views

### What are some techniques for sampling two correlated random variables?

What are some techniques for sampling two correlated random variables: if their probability distributions are parameterized (e.g., log-normal) if they have non-parametric distributions. The data are ...