Lecture Notes for Stochastic Computing

  1. Introductory Lectures on Stochastic Computing
  2. Introductory Lectures on Monte Carlo Methods
  3. Early History of Monte Carlo
  4. Random Number Generation
  5. Testing Random Numbers
  6. Nonuniform Generation
  7. Monte Carlo Methods and PDEs (Introduction)
  8. Direct Simulation
  9. General Principles of the Monte Carlo Method (variance reduction)
  10. Conditional Monte Carlo and Solving Linear Problems
  11. Monte Carlo Methods for Partial Differential Equations
  12. Deterministic Particle Methods
  13. Brownian Motion and Probability
  14. Stochastic Differential Equations (W. P. Petersen)

Computer Graphics and Monte Carlo Methods

  1. Walk on Spheres in Graphics
  2. SIGGRAPH 2001 Tutorial on Monte Carlo in Computer Graphics
  3. Stanford Dissertation on Monte Carlo Methods in Ray Tracing