# 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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### Monte Carlo simulation from autocorrelated empirical distribution

So I'm trying to perform a Monte Carlo simulation an empirical distribution of log-return time series data. However, Ljung-Box test indicates that there is significant autocorrelation at multiple lags....
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### Sequential monte carlo : A simple example

I am attempting to understand how to implement the sequential monte carlo algorithm using this article. Here are the steps that the author proposes: Example problem: Say I have a self moving robot ...
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### Generate pseudodata by Monte Carlo

What does it mean for "Generate pseudodata by Monte Carlo"? For the text I was reading it says suppose that the real data $Z_n \sim N(\mu(\theta), \Sigma (\theta))$, then the pseudodata are generated ...
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### How to do Monte Carlo with conditional input values?

Please apologise my likely ignorance of the correct terminology and notation. Any edits and suggestions to improve the question are very much appreciated. I want to perform a Monte Carlo simulation ...
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### Monte Carlo Metropolis: Standard Error and Acceptance

In a time series data generated by Monte Carlo Metropolis algorithm, when is the standard error (correlation between two data points is assumed to be negligible) is higher - when the change in the ...
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### Monte Carlo Sample input into OLS Regression

I am trying to find the best way to conduct a risk-based regression study. I have distribution data for both X and Y and used a monte-carlo sampling of the distributions to generate a data set. I then ...
500 views

### How to simulate data for generalized estimating equations (GEE) with logistic link function?

I am working with a pre/post test structure, measuring dichotomous outcomes. I am using GEE to estimate the coefficient for time (also a binary variable, 0 representing pre and 1 representing post), ...
162 views

### Standard Error in Auto correlated Data

I have time-series data generated via Metropolis algorithm - Monte Carlo simulations. Since these data must have some correlation between them, the formula of the standard error for IIDs variable must ...
95 views

### Monte Carlo / bootstrapping to generate a Kaplan Meier curve

I have 4 survival datasets from 4 different trials examining 2 different drug classes independently. I would like to model the likely survival curve resulting from a pooled selection of either drug ...