• DocumentCode
    843477
  • Title

    The other Monte Carlo method

  • Author

    Beichl, Isabel ; Sullivan, Francis

  • Author_Institution
    Nat. Inst. of Stand. & Technol., CO
  • Volume
    8
  • Issue
    2
  • fYear
    2006
  • Firstpage
    42
  • Lastpage
    47
  • 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
  • Keywords
    importance sampling; Metropolis algorithm; Monte Carlo method; sequential importance sampling; Astronomy; Biological system modeling; Computational biology; Difference equations; Evolution (biology); Monte Carlo methods; Probability distribution; Signal processing algorithms; Signal sampling; Surges; Markov chains; Monte Carlo; algorithm; randomness;
  • fLanguage
    English
  • Journal_Title
    Computing in Science & Engineering
  • Publisher
    ieee
  • ISSN
    1521-9615
  • Type

    jour

  • DOI
    10.1109/MCSE.2006.35
  • Filename
    1599372
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=843477