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The Other Monte Carlo Method

Published

Author(s)

Isabel M. Beichl, Francis Sullivan

Abstract

This is a general article on a Monte Carlo method different from the traditional Metropolis algorithm. Sampling is done according to a non-uniform probability distribution that is generated as the choice is being made.
Citation
Computing in Science & Engineering
Volume
8
Issue
2

Keywords

algorithms, Monte carlo methods, sampling, sequential importance sampling

Citation

Beichl, I. and Sullivan, F. (2006), The Other Monte Carlo Method, Computing in Science & Engineering, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=150376 (Accessed June 21, 2024)

Issues

If you have any questions about this publication or are having problems accessing it, please contact reflib@nist.gov.

Created February 28, 2006, Updated October 12, 2021