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Monte Carlo and Inverse Monte Carlo - Good Sources for Self Study?

  1. Jun 9, 2008 #1
    Hello there,

    Does anyone know some good sources (preferably on the Internet) for Monte Carlo and Inverse Monte Caro methods (especially the latter)?

    There is plenty of stuff to find on Monte Carlo, I am particulary pleased with Stefan Weinzierl's 'Introduction to Monte Carlo methods', which can be found on the Internet.

    But for Inverse Monte Carlo there cannot be found much, which is actually helpful to understand and apply the approach (well, at least not for me).

    I am searching for a good paper or tutorial (or whatever I can get) on Inverse Monte Carlo methods, which explains to a 3rd semester undergrad (=> me) Inverse Monte Carlo.

    If, apart from that, you guys have something nice about Monte Carlo, please point that out to me. :)
  2. jcsd
  3. Jun 9, 2008 #2
    do you just mean Monte-Carlo integration or like simulation techniques like Metropolis-Hastings?
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