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  2. Monte Carlo localization - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_localization

    A drawback of the naive implementation of Monte Carlo localization occurs in a scenario where a robot sits at one spot and repeatedly senses the environment without moving. [4] Suppose that the particles all converge towards an erroneous state, or if an occult hand picks up the robot and moves it to a new location after particles have already ...

  3. Equation of State Calculations by Fast Computing Machines

    en.wikipedia.org/wiki/Equation_of_State...

    Monte Carlo methods are a class of computational algorithms that rely on repeated random sampling to compute their results. In statistical mechanics applications prior to the introduction of the Metropolis algorithm, the method consisted of generating a large number of random configurations of the system, computing the properties of interest (such as energy or density) for each configuration ...

  4. Wikipedia : Peer review/Monte Carlo localization/archive1

    en.wikipedia.org/wiki/Wikipedia:Peer_review/...

    Toggle Monte Carlo localization subsection. 1.1 Comments by Garamond Lethe. 1.1.1 First Impressions. 1.1.2 Lead. 1.1.3 History and Context. 1.1.4 State representation.

  5. Monte Carlo method - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_method

    Monte Carlo simulation: Drawing a large number of pseudo-random uniform variables from the interval [0,1] at one time, or once at many different times, and assigning values less than or equal to 0.50 as heads and greater than 0.50 as tails, is a Monte Carlo simulation of the behavior of repeatedly tossing a coin.

  6. Category:Monte Carlo methods - Wikipedia

    en.wikipedia.org/wiki/Category:Monte_Carlo_methods

    Markov chain Monte Carlo; Marsaglia polar method; Mean-field particle methods; Metropolis light transport; Metropolis-adjusted Langevin algorithm; Metropolis–Hastings algorithm; Monte Carlo integration; Monte Carlo localization; Monte Carlo method for photon transport; Monte Carlo methods for electron transport; Monte Carlo molecular modeling ...

  7. Frank Dellaert - Wikipedia

    en.wikipedia.org/wiki/Frank_Dellaert

    In 1999, together with his colleagues Dieter Fox, Sebastian Thrun, and Wolfram Burgard, Frank Dellaert helped develop the Monte Carlo localization algorithm, [3] a probabilistic approach to mobile robot localization that is based on the particle filter. His methodologies for estimating and tracking robotic movements have become a standard and ...

  8. Kullback–Leibler divergence - Wikipedia

    en.wikipedia.org/wiki/Kullback–Leibler_divergence

    In mathematical statistics, the Kullback–Leibler (KL) divergence (also called relative entropy and I-divergence [1]), denoted (), is a type of statistical distance: a measure of how much a model probability distribution Q is different from a true probability distribution P.

  9. Monte Carlo methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_methods_for...

    Monte Carlo Methods allow for a compounding in the uncertainty. [7] For example, where the underlying is denominated in a foreign currency, an additional source of uncertainty will be the exchange rate : the underlying price and the exchange rate must be separately simulated and then combined to determine the value of the underlying in the ...