Issue No. 02 - March/April (2006 vol. 8)
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/MCSE.2006.35
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.
algorithm, Monte Carlo, Markov chains, randomness
F. Sullivan and I. Beichl, "The Other Monte Carlo Method," in Computing in Science & Engineering, vol. 8, no. , pp. 42-47, 2006.