# 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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### In sports modelling, are hot simulations better or cold simulations?

I'm thinking here largely of the context in which someone has an Elo rating model for a particular sport. To calculate things such as how often the team makes the Finals series, or wins the ...
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### Expected value of softmax transformation of Gaussian random vector

Let $\mathbf w_1,\mathbf w_2,\ldots,\mathbf w_n \in \mathbb R^p$ and $\mathbf v \in \mathbb R^n$ be fixed vectors, and $\mathbf x \sim \mathcal N_p(\boldsymbol{\mu}, \mathbf{\Sigma})$ be an $p$-...
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### Population Monte Carlo Algorithm

I am trying to wrap my head around the Population Monte Carlo Algorithm. I want to implement it for a mixture model, but I am uncertain on how to proceed. I am mostly looking for references or ...
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### Visualization of unbiasedness of high dimensional paramter estimates

Assume a statistical model $f_{\theta}(X)$ that allows to estimate a parameter vector $\hat{\theta}\in \mathbb{R}^p$ from data $X$ and assume that $p$ is high dimensional (you may assume something ...
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### References for Texas Holdem

Does anybody know any good papers or software that use Monte Carlo techniques to estimate the probability of certain hands or winning/losing a hand in Texas Holdem? Ideally I'd like to have some ...
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### Hamiltonian Monte-Carlo in Reinforcement Learning

I was wondering if someone can point me out a reinforcement learning algorithm/paper (continuous variable), in which the Hamiltonian Monte-Carlo has been directly used. Thanks!
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### Gibbs Sampling vs. Using Raw Probability in Contrastive Divergence

In Hinton's Practical Guide to Training Restricted Boltzmann Machines, Section 3, he discusses different situations in which one should take a sample from the Gibbs sampling process, and other ...
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### Monte Carlo simulation for fitting distributions (Weibull and log-normal)

I am working on a computer project which needs statistical analysis and I am not much of a statistic person. I have a Bluetooth (BT) detector device which detects passing Bluetooth devices (i.e one ...