1, Introduction and Examples, 1
1.1, The Need of Monte Carlo Techniques, 1
1.2, Scope and Outline of the Book, 3
1.3, Computations in Statistical Physics, 7
1.4, Molecular Structure Simulation, 9
1.5, Bioinformatics: Finding Weak Repetitive Patterns, 10
1.6, Nonlinear Dynamic System: Target Tracking, 14
1.7, Hypothesis Testing for Astronomical Observations, 16
1.8, Bayesian Inference of Multilevel Models, 18
1.9, Monte Carlo and Missing Data Problems, 19
2, Basic Principles: Rejection, Weighting, and Others, 23
2.1, Generating Simple Random Variables, 23
2.2, The Rejection Method, 24
2.3, Variance Reduction Methods, 26
2.4, Exact Methods for Chain-Structured Models, 28 
2.4.1, Dynamic programming, 29
2.4.2, Exact simulation, 30 
2.5, Importance Sampling and Weighted Sample, 31
2.5.1, An example, 31
2.5.2, The basic idea, 33
2.5.3, The "rule of thumb" for importance sampling, 34