.. _sphx_glr_api_gallery_probability_monte_carlo:

Monte Carlo integration
-------------------------

Plain, importance-sampling, and control-variate Monte Carlo integration.


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  <div id='sg-tag-list' class='sphx-glr-tag-list'></div>


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    <div class="sphx-glr-thumbcontainer" tooltip="Ulam and von Neumann&#x27;s idea: replace an exact calculation by an average over random samples. For U \sim \mathrm{Uniform}(0, 1),">

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  .. image:: /api/gallery/probability/monte_carlo/images/thumb/sphx_glr_plot_01_monte_carlo_integration_thumb.png
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  :doc:`/api/gallery/probability/monte_carlo/plot_01_monte_carlo_integration`

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      <div class="sphx-glr-thumbnail-title">The Monte Carlo method: estimating an integral by random sampling</div>
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   /api/gallery/probability/monte_carlo/plot_01_monte_carlo_integration