Monte Carlo

Monte Carlo method

Wikipedia for Monte Carlo method is

• English
• Japanese

Main contents for the method are

1. Model generation
2. Data generation
3. Data comparison

Model generation

You should make a class that implements ModelGenerator.

Data generation

You should make a class that implements DataGenerator.

Data comparison

You should make a class that implements DataComparator.

Metropolis-Hastings algorithm

General explanation can be found in Wikipedia (English, Japanese).

Class MetroPoliceHastings is for the procedure.