1. 15. Topics not Covered

2. Monte Carlo in Statistics
Perfect Sampling (or coupling from the past)
Sequential Monte Carlo
Dynamic weighting
Multiple try Metropolis …
Jun S. Liu’s book, “Monte Carlo Strategies in Scientific Computing,” Springer (2001), covers most of them.

3. Other Applications Application in image processing
Light transport in computer graphics
Neutron transport
Discrete Simulation MC (for fluid flow)
Growth models (dynamic MC)
Computational finance
Computational biology/Bioinformatics
Strongly correlated systems and quantum field theory