monte-carlo-simulation

# Monte Carlo Simulation ## Purpose Provides Monte Carlo methods for uncertainty quantification, integration, and probabilistic analysis. ## Capabilities - Standard Monte Carlo sampling - Importance sampling - Stratified sampling - Quasi-Monte Carlo (Sobol, Halton sequences) - Markov chain Monte Carlo - Convergence analysis ## Usage Guidelines 1. **Sampling Strategy**: Choose appropriate sampling method 2. **Sample Size**: Determine sufficient sample sizes 3. **Variance Reduction**: Apply variance reduction techniques 4. **Convergence**: Monitor convergence diagnostics ## Tools/Libraries - NumPy - scipy.stats - SALib