GitHub topics: monte-carlo-methods

Repositories

LoopyNoodle/Computational-Physics

Computational Physics (PHY-3150) | Spring 2025

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quantsbin/Quantsbin

Quantitative Finance tools

Language: Python - Size: 156 KB - Last synced at: 3 days ago - Pushed at: almost 2 years ago - Stars: 545 - Forks: 77

RezaSaadatyar/Reinforcement-Learning

The repository contains codes for RL (e.g., Q-Learning, Monte Carlo, …) in the form of Python files.

Language: Jupyter Notebook - Size: 60.6 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 0 - Forks: 0

baggepinnen/LowLevelParticleFilters.jl

State estimation, smoothing and parameter estimation using Kalman and particle filters.

Language: Julia - Size: 332 MB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 127 - Forks: 17

SuvamT0071/QuantumMonte

Hey Physics Geeks! Here's a small code on using Variational Monte Carlo methods on Quantum Mechanical systems. Go ahead and try it out :D

Language: Jupyter Notebook - Size: 1.98 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 0 - Forks: 0

dm-zhuk/goit-algo-fp

Data structures, Python algorithms

Language: Python - Size: 30.3 KB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 1 - Forks: 0

dm-zhuk/goit-algo-hw-10

Linear programming and randomized algorithms

Language: Python - Size: 15.6 KB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 1 - Forks: 0

rsugimoto/WoBToolbox

Author's implementation of SIGGRAPH 2023 paper, "A Practical Walk-on-Boundary Method for Boundary Value Problems."

Language: Cuda - Size: 1.02 MB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 55 - Forks: 5

netket/netket

Machine learning algorithms for many-body quantum systems

Language: Python - Size: 64.3 MB - Last synced at: 13 days ago - Pushed at: 13 days ago - Stars: 592 - Forks: 195

cantaro86/Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

Language: Jupyter Notebook - Size: 23.3 MB - Last synced at: 13 days ago - Pushed at: 7 months ago - Stars: 5,836 - Forks: 1,054

dytsou/reversi

Reversi AI, a game with Monte-Carlo methods using LabVIEW

Language: LabVIEW - Size: 313 KB - Last synced at: 14 days ago - Pushed at: 14 days ago - Stars: 0 - Forks: 0

Techtonique/esgtoolkit

Tools for Stochastic Simulation using diffusion models (R).

Language: R - Size: 2.18 MB - Last synced at: 3 days ago - Pushed at: 2 months ago - Stars: 12 - Forks: 3

balintg1994/conditional_expectation_with_guarantees

This repository presents a novel approach developed by Prof. Patrick Cheridito and myself for computing conditional expectations with numerical guarantees.

Language: Python - Size: 15.6 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0

bachboy0/montecarlo

Python-based Monte Carlo simulations for statistical analysis and modeling.

Language: Python - Size: 21.5 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 0

scottkosty/montetools

An R package for running and presenting Monte Carlo simulations

Language: R - Size: 866 KB - Last synced at: 5 days ago - Pushed at: 8 months ago - Stars: 1 - Forks: 0

lawmurray/Birch

A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.

Language: C++ - Size: 13.2 MB - Last synced at: about 1 month ago - Pushed at: 3 months ago - Stars: 115 - Forks: 14

cainmagi/Literature-inspections

The inspections on some important literatures, mainly including codes.

Size: 10.7 KB - Last synced at: about 1 month ago - Pushed at: about 6 years ago - Stars: 0 - Forks: 0

abdulfatir/sampling-methods-numpy

This repository contains implementations of some basic sampling methods in numpy.

Language: Jupyter Notebook - Size: 517 KB - Last synced at: about 1 month ago - Pushed at: about 5 years ago - Stars: 66 - Forks: 14

mauricelanghinrichs/ABCdeZ.jl

Approximate Bayesian Computation (ABC) with differential evolution (de) moves and model evidence (Z) estimates.

Language: Julia - Size: 894 KB - Last synced at: 28 days ago - Pushed at: about 2 months ago - Stars: 12 - Forks: 1

ThatSINEWAVE/Monte-Carlo-Engine

A web-based simulation tool that leverages the Monte Carlo method to generate probabilistic outcomes based on user-defined parameters.

Language: JavaScript - Size: 455 KB - Last synced at: about 1 month ago - Pushed at: 2 months ago - Stars: 2 - Forks: 0

Sagebati/OxyMcts

Mcts library written in rust, for rust.

Language: Rust - Size: 72.3 KB - Last synced at: 11 days ago - Pushed at: over 1 year ago - Stars: 11 - Forks: 3

shuvoxcd01/GridMind

A library of reinforcement learning (RL) algorithms.

Language: Python - Size: 263 KB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 7 - Forks: 1

cevenkadir/NeuralQuantumStates.jl

Neural quantum states in Julia

Language: Julia - Size: 1.14 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0

deepbiolab/drl

Implementation of deep reinforcement learning

Language: Jupyter Notebook - Size: 30.7 MB - Last synced at: 2 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

oameye/PIMC.jl

ab-initio continuous path integral Monte Carlo

Language: Julia - Size: 119 KB - Last synced at: about 1 month ago - Pushed at: 11 months ago - Stars: 6 - Forks: 0

noopur-zambare/Metropolis-Hastings-Algorithm

Angry Birds Level Generation using Metropolis-Hastings Algorithm (MCMC)

Language: Python - Size: 1.88 MB - Last synced at: 2 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

Ce projet estime les paramètres d'un modèle via le maximum de vraisemblance et compare des intervalles de confiance obtenus par bootstrap. Il développe également des outils d'analyse des fréquences de lettres, utilisant un algorithme MCMC pour déchiffrer efficacement un message codé.

Language: R - Size: 1.23 MB - Last synced at: 3 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

OrHostezky/monte-carlo-methods-in-2D-spin-lattice

A highly modular simulation framework of Monte-Carlo methods, based on the Ising Model in a 2D spin lattice. Producing results for the macroscopic properties of the system via simulation and bootstrapping. A few commonly used algorithms are built-in. Model generalizations and additional algorithms can be implemented.

Language: MATLAB - Size: 1.68 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

tigeryant/pi-estimator

Estimates the value of Pi using the Monte Carlo method

Language: Python - Size: 9.77 KB - Last synced at: 27 days ago - Pushed at: 5 months ago - Stars: 1 - Forks: 1

francescoalemanno/cryptipass

CryptiPass is a Go library for generating secure high-entropy, pronounceable passphrases.

Language: Go - Size: 296 KB - Last synced at: about 1 month ago - Pushed at: 7 months ago - Stars: 19 - Forks: 0

rabauke/trng4

state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations

Language: C++ - Size: 17.1 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 120 - Forks: 21

AVoss84/seasonal

R code for the paper 'Forecasting seasonal time series data: a Bayesian model averaging approach'

Language: R - Size: 43.9 KB - Last synced at: about 1 month ago - Pushed at: almost 4 years ago - Stars: 3 - Forks: 2

makaveli10/reinforcementLearning

Reinforcement Learning - Implementation of Exercises, algorithms from the book Sutton Barto and David silver's RL course in Python, OpenAI Gym.

Language: Jupyter Notebook - Size: 6.84 MB - Last synced at: about 1 month ago - Pushed at: about 5 years ago - Stars: 24 - Forks: 4

callmespring/RL-short-course

Reinforcement Learning Short Course

Language: Jupyter Notebook - Size: 95.6 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 53 - Forks: 18

ThalesGroup/statistical-reliability-ml

This package provides implementations of Monte Carlo methods to estimate the probability of failure of neural networks under noisy inputs.

Language: Python - Size: 43 KB - Last synced at: about 2 months ago - Pushed at: 10 months ago - Stars: 2 - Forks: 0

Varkalandar/raysnail

The Raysail is a Monte Carlo type raytracer based on the learn Ray Tracing in One Weekend series using Rust. It was forked from the Remda project, which implements the features from first two books of the series.

Language: Rust - Size: 2.08 MB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

FortranSoftwares/ISING_2D_SIMULATION

ISING_2D_SIMULATION is a FORTRAN77 program which carries out a Monte Carlo simulation of a 2D Ising model, using gnuplot to display the initial and final configurations.

Language: Fortran - Size: 25.4 KB - Last synced at: 3 months ago - Pushed at: almost 5 years ago - Stars: 7 - Forks: 2

LesiaUKR/goit-algo-hw-10

Master's | Basic Algorithms & Data structures | Module 10 | Linear Programming & Randomized Algorithms

Language: Python - Size: 3.91 KB - Last synced at: about 2 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 0

MohammadAsadolahi/Reinforcement-Learning-solving-a-simple-4by4-Gridworld-using-Monte-Carlo-in-python

solving a simple 4*4 Gridworld almost similar to openAI gym frozenlake using Monte-Carlo method Reinforcement Learning

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runifrexp/COMPUTATIONAL.STATISTICS

This repository contains the R code developed in laboratories and throughout the Computational Statistics course

Language: R - Size: 1.75 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

amajji/Monte-Carlo

Monte Carlo overview and their applications

Language: Jupyter Notebook - Size: 701 KB - Last synced at: 28 days ago - Pushed at: about 2 years ago - Stars: 5 - Forks: 1

rsugimoto/VelMCFluids

Author's implementation of SIGGRAPH 2024 paper, "Velocity-Based Monte Carlo Fluids"

Language: C++ - Size: 396 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 4 - Forks: 2

mesakurax/BlackJackBattleEnv_Online_2

Reinforcement learning is used to train player agent and dealer agent in Black Jack games, mainly using Monte Carlo method

Language: Python - Size: 2.06 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

mamaelyaaa/university-labs

Various algorithms, without explanation of their work

Language: Python - Size: 54.7 KB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 0 - Forks: 0

jdcbranco/simulationmethods

Imperial College London Simulation Methods

Language: C++ - Size: 4.69 MB - Last synced at: 12 months ago - Pushed at: about 7 years ago - Stars: 2 - Forks: 1

DataSpieler12345/python-for-ds-ml

My Python learning experience 📚🖥📳📴💻🖱✏

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juandapradam12/Bayesian-Parameter-Estimation-For-Radial-Velocity-Model

Using Monte Carlo Methods to estimate mass potential parameters on a model describing a galaxy radial velocity in terms of the radius with the bayesian parameter estimation.

Language: C - Size: 207 KB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0

virajvaidya/PortfolioOptimisation

Portfolio Optimisation of an ASX20 Portfolio. Covers VaR, EaR, Monte Carlo Simulation, Volatility, Sharpe Ratios etc.

Language: Jupyter Notebook - Size: 5.07 MB - Last synced at: 3 months ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 0

addy1997/RL-Algorithms

This repository has RL algorithms implemented using python

Language: Jupyter Notebook - Size: 1.3 MB - Last synced at: 22 days ago - Pushed at: over 4 years ago - Stars: 7 - Forks: 2

Smile040501/ComputationalMethodsAndApplications

My python implementation of different Computational Methods and Applications.

Language: Python - Size: 33.5 MB - Last synced at: 2 months ago - Pushed at: about 3 years ago - Stars: 2 - Forks: 0

safffrron/Analysis-of-Deep-Reinforcement-Learning

Theories and code related to Deep learning topics involved in Reinforcement learning

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aadimator/drl-nd

My solution notebooks for the Deep Reinforcement Learning Nanodegree by Udacity

Language: Jupyter Notebook - Size: 33.2 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 2

xiao-data/Othello

An Othello game implementation in python with Monte Carlo Method using TKinter

Language: Python - Size: 99.6 KB - Last synced at: about 1 year ago - Pushed at: about 6 years ago - Stars: 2 - Forks: 1

ORNL-CEES/Profugus

A set of radiation transport mini-applications used for performance optimization on HPC systems.

Language: C++ - Size: 6.06 MB - Last synced at: about 1 year ago - Pushed at: over 6 years ago - Stars: 27 - Forks: 4

ippocratiss/EMRI_MC

EMRI_MC is a GPU-based Python code for Bayesian inference of EMRI gravitational waveforms, including cosmological propagation effects.

Language: Python - Size: 1.47 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 1

eduardosantoshf/randomized-algorithm-for-combinatorial-problem 📦

AA Second Project - The objective of this project was to design and test a randomized algorithm to solve the combinatorial problem from the first assignment, which was to find a minimum weighted closure for a given vertex-weighted directed graph G(V, E), with n vertices and m edges. This randomized algorithm was based on the Monte Carlo algorithms.

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almondheil/agent-based-herding

almond heil's project for the 2021 Institute for Computing in Research. Licensed under the GNU General Public License 3.0.

Language: Python - Size: 836 KB - Last synced at: 12 months ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

BY571/Medium_Code_Examples

Implementation of fundamental concepts and algorithms for reinforcement learning

Language: Jupyter Notebook - Size: 994 KB - Last synced at: about 1 year ago - Pushed at: almost 5 years ago - Stars: 12 - Forks: 2

exsandebest/Integral

Computing integral with 2 methods: Monte-Carlo's method and Simpson's method

Language: C++ - Size: 96.7 KB - Last synced at: 2 months ago - Pushed at: almost 5 years ago - Stars: 1 - Forks: 0

lukaszwoznica/algorithms-and-data-structures

Implementations of some algorithms and data structures using C++.

Language: C++ - Size: 20.5 KB - Last synced at: 2 months ago - Pushed at: over 5 years ago - Stars: 1 - Forks: 1

NoHomey/monte-carlo-project

Genetic algorithm for solving non linear system of equations

Language: Python - Size: 34.2 KB - Last synced at: 2 months ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 0

dc-fukuoka/mc-integral

Monte Carlo integral

Language: Fortran - Size: 2.93 KB - Last synced at: about 1 year ago - Pushed at: almost 6 years ago - Stars: 1 - Forks: 0

binarykisu/university_projects

Language: Python - Size: 400 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

murillo-teixeira/monte-carlo-localization

ROS package that implements Monte Carlo Localization

Language: Python - Size: 172 MB - Last synced at: about 1 year ago - Pushed at: almost 2 years ago - Stars: 1 - Forks: 0

spiemonte/LeonardYM

Monte-Carlo simulations of four-dimensional Yang-Mills theories coupled to scalar and fermion fields

Language: C++ - Size: 1.02 MB - Last synced at: about 1 year ago - Pushed at: over 2 years ago - Stars: 7 - Forks: 3

JPabl04/Numerical-integration-Monte-carlo

Computing definite integrals using a Monte Carlo method.

Language: C++ - Size: 2.93 KB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

ccjeremylo/FinEng-in-IRFX

Financial Engineering in IRFX in C++

Language: Jupyter Notebook - Size: 3.42 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

ribsthakkar/HierarchicalKarting

Implementation of Hierarchical Control for Head-to-Head Autonomous Racing paper

Language: C# - Size: 187 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 14 - Forks: 1

eebeohar/ANT

An archive of programming assignments and my solutions for the Advanced Numerical Techniques lab in during the last semester of MSc. (2021) Physics at Delhi University.

Language: C - Size: 20.5 KB - Last synced at: over 1 year ago - Pushed at: about 3 years ago - Stars: 1 - Forks: 0

FotiouK/Monte-Carlo-Modelling-Photon-Paths-in-Water

Fundamental principles of Monte Carlo modelling and photon-matter interactions.

Language: Jupyter Notebook - Size: 1.83 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

dmitrijbes/monte-carlo-ship

Example of Monte Carlo method usage to get probability of ship traversing minefield.

Language: C++ - Size: 5.86 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

HCui91/Numerical-integrator

Calculate integral with Newton-Coates/Monte Carlo methods.

Language: Python - Size: 7.81 KB - Last synced at: over 1 year ago - Pushed at: about 5 years ago - Stars: 0 - Forks: 0

NikolaZubic/AppliedGameTheoryHomeworkSolutions

Solutions for course: "Applied Game Theory" taken at University of Novi Sad - Faculty of Technical Sciences

Language: Jupyter Notebook - Size: 936 KB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 5 - Forks: 2

Nikolay1998/cuda-pi-calculation

Calculating the number of pi by the Monte Carlo method using CUDA technology. 2020.

Language: Cuda - Size: 6.84 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 1

ashutoshtiwari13/Demystifying-Deep-Reinforcement-Learning

⚡️ Code and Notes 📝 for Grokking Deep RL and RL: An Introduction by Sutton & Barto(2nd edition, 2018) 🤘

Language: Jupyter Notebook - Size: 73.3 MB - Last synced at: about 1 year ago - Pushed at: almost 5 years ago - Stars: 1 - Forks: 1

mandugo/Monte-Carlo-methods

Final assessment for "Monte Carlo methods and sampling for computing course" within the PhD program in Information Engineering of the Department of Information Engineering @ University of Pisa, A.A. 2022/2023

Size: 68.8 MB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 1 - Forks: 0

Tristan-Amadei/Multilevel_MonteCarlo

The aim of this project is to compare different pricing methods for an Asian option. Comparisons will be made in terms of MSE, CPU time and (empirical) variance of estimators.

Language: Jupyter Notebook - Size: 15.2 MB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 2 - Forks: 0

michibo/feyntrop

feyntrop integrates Feynman graphs using tropical sampling

Language: C++ - Size: 1.35 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 10 - Forks: 1

EricaHD/GettingGoodAtGoogol

Four reinforcement learning agents learn a game of optimal stopping

Language: Jupyter Notebook - Size: 49.3 MB - Last synced at: about 1 year ago - Pushed at: almost 6 years ago - Stars: 1 - Forks: 1

hasifnumerics/Summer-Research-Report-LBNL

Optimization of Stochastic Differential Equation Solver for Particle Data Set Generation using Fast Point Cloud Diffusion (FPCD) model.

Language: Python - Size: 121 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

GPrathap/autonomous_mobile_robots

Language: Python - Size: 80.9 MB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 21 - Forks: 9

rsadykhov/stochastic-models

Python code of commonly used stochastic models for Monte-Carlo simulations

Language: Python - Size: 16.6 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 19 - Forks: 9

philtabor/Youtube-Code-Repository

Repository for most of the code from my YouTube channel

Language: Python - Size: 42.1 MB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 761 - Forks: 465

louisfisch/monte-carlo-method

Monte-Carlo's method written in Scilab

Language: Scilab - Size: 51.8 KB - Last synced at: over 1 year ago - Pushed at: over 7 years ago - Stars: 1 - Forks: 0

rajnish-aggarwal/high-performance-benchmarks

This repository consists of high performance kernels for Radix Sort, Monte Carlo Simulation and Convolution

Language: C - Size: 5.57 MB - Last synced at: over 1 year ago - Pushed at: over 6 years ago - Stars: 0 - Forks: 0

saraghl/DataAnalysis

You may access the problem sets for the Data Analysis course I successfully completed at SBU in this repository. They come with a variety of issues. This course's primary topics included data mining, data analysis, and information extraction from data, as well as Monte Carlo techniques, particularly the Metropolis-Hastings and MCMC algorithms.

Language: Jupyter Notebook - Size: 5.94 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0