The Other Monte Carlo Method

Authors:
Isabel Beichl;Francis Sullivan
Affiliations:
US National Institute of Standards and Technology;IDA Center for Computing Sciences
Venue:
Computing in Science and Engineering
Year:
2006

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It's Bound to Be Right

Computing in Science and Engineering
Monte Carlo Strategies in Scientific Computing

Monte Carlo Strategies in Scientific Computing

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Abstract

Although the Metropolis algorithm dates back to at least 1953, the fact that it could be used for approximate counting has become clear only in recent years. An algorithm specifically designed for counting was created around the same time as the Metropolis algorithm by some of the same researchers. This other Monte Carlo method, now known as sequential importance sampling (SIS), has proved to be very effective against a wide variety of problems.