Markov chain Monte Carlo (Wikipedia)
Wang-Landau algorithm (Wikipedia)
Metropolis-Hastings algorithm (Wikipedia)
Gibbs sampling (Wikipedia)
Rejection sampling (Wikipedia)
C Robert, G Casella, Monte Carlo Statistical Methods (Springer, 2004), 2ed – google
D P Landau, K Binder, A guide to Monte Carlo simulations in statistical physics (CUP, 2000), 2ed
K Binder, Applications of Monte Carlo methods to statistical physics, RPP 60, 487 (1997)
F Muller, H Christiansen, S Schnabel, W Janke, Fast, Hierarchical, and Adaptive Algorithm for Metropolis Monte-Carlo Simulations of Long-Range Interacting Systems, PRX 13, 031006 (2023) – doi
M S Shell, P G Debenedetti, A Z Panagiotopoulos, An improved Monte Carlo method for direct calculation of the density of states, JCP 119, 9406 (2003)
N Prokofev, B Svistunov, Worm algorithms for classical statistical models, PRL 87, 160601 (2001)
R Assaraf, M Caffarel, Zero-variance principle for Monte Carlo algorithms, PRL 83, 4682 (1999)