You are working with the text-only light edition of "H.Lohninger: Teach/Me Data Analysis, Springer-Verlag, Berlin-New York-Tokyo, 1999. ISBN 3-540-14743-8". Click here for further information.
| You are working with the text-only light edition of "H.Lohninger: Teach/Me Data Analysis, Springer-Verlag, Berlin-New York-Tokyo, 1999. ISBN 3-540-14743-8". Click here for further information.
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Table of Contents  Multivariate Data Optimization Survey of Methods Monte Carlo Simulations |
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| See also: optimization methods |   |
A possible strategy in exploring an unknown search-space can be the
selection of a (huge) number of points by random. This strategy is called
random search, or Monte Carlo simulation. The goal is to
obtain a frequency distribution of the interesting phase space which allows
the obtaining of an overview of the search space. Locations which are of
interest for the optimization (i.e. the maxima and the minima of the response
variable) can be sampled with higher precision to obtain more accurate
information on those particular areas.
Last Update: 2005-Jän-25