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The Other Monte Carlo Method
March/April 2006 (vol. 8 no. 2)
pp. 42-47
Isabel Beichl, US National Institute of Standards and Technology
Francis Sullivan, IDA Center for Computing Sciences
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.
Index Terms:
algorithm, Monte Carlo, Markov chains, randomness
Citation:
Isabel Beichl, Francis Sullivan, "The Other Monte Carlo Method," Computing in Science and Engineering, vol. 8, no. 2, pp. 42-47, March-April 2006, doi:10.1109/MCSE.2006.35
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