Peter Lepage invented a version of this technique that applies to particle physics which involves constructing a separable multi-dimensional weight function.
Performing one type of this process requires the use of a "burn-in," (*) and several adaptive or recursive methods named after it involve importance sampling. The error term in the "integration" named after it decreases as one over square root of N and bootstrapping yields estimates of parameters in another type of this process. Peter Lepage invented a version of this technique that applies to particle physics which involves constructing a separable multi-dimensional weight function. Including the VEGAS algorithm and simulated annealing approaches such as the Metropolis-Hastings algorithm, this type of technique includes is stochastic, contrasting it with deterministic algorithms such as molecular dynamics. For 10 points, give the general term for these methods of Markov Chain, integration, or sampling, which generally involves randomly selecting a whole bunch of points and is named for a European gambling mecca.
Performing one type of this process requires the use of a "burn-in," (*) and several adaptive or recursive methods named after it involve importance sampling.
Monte Carlo methods (accept "annealing" before *)