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A comment on The art of solving problems with Monte Carlo simulations. Parent comment

Re:The art of solving problems with Monte Carlo simulations by kqr on Tuesday May 04, 2021 @03:32AM (#27034859)
Unfortunately my only exposure to this is a University course I took called Computer Intensive Methods in Mathematical Statistics[1].

It was a really good course, but at the time I was not in a mental space where I could get the most out of it, so I'm kind of hoping someone else can point to a solid textbook or something.

[1]: https://www.kth.se/student/kurser/kurs/SF2955?l=en

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Re:The art of solving problems with Monte Carlo simulations by nbernard on Tuesday May 04, 2021 @04:00AM (#27035038)
I liked the book "Statistical Mechanics: Algorithms and Computations" by Werner Krauth. It's oriented toward physics, but IIRC he links Monte Carlo simulations to the path integral formalism.

There is also a MOOC (same title, same author) on Coursera that I found interesting. It doesn't not go to the same depth as the book however. They are more complementing each other, the book for theory, the MOOC for implementation exercises.

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Re:The art of solving problems with Monte Carlo simulations by sitkack on Tuesday May 04, 2021 @09:07AM (#27037156)
this looks wonderful https://www.coursera.org/learn/statistical-mechanics
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