Title :
The other Monte Carlo method
Author :
Beichl, Isabel ; Sullivan, Francis
Author_Institution :
Nat. Inst. of Stand. & Technol., CO
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;
Journal_Title :
Computing in Science & Engineering
DOI :
10.1109/MCSE.2006.35
