The Metropolis Algorithm

  • Authors:
  • Isabel Beichl;Francis Sullivan

  • Affiliations:
  • -;-

  • Venue:
  • Computing in Science and Engineering
  • Year:
  • 2000

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Abstract

The Metropolis algorithm has been the most successful and influential of all the members of the computational species that used to be called the "Monte Carlo Method." The Metropolis algorithm began as a technique for attacking specific problems in numerical simulations of physical systems, and interest in it grew slowly at first. But later, the subject exploded as the scope of applications broadened in many surprising directions, including function minimization, computational geometry, and combinatorial counting. Today, topics related to the Metropolis algorithm constitute an entire field of computational science supported by a deep theory and having applications ranging from physical simulations to the foundations of computational complexity