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 December 8, 2023)
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The Other Monte Carlo Method
Published
Author(s)
, 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
Pub Type
Journals
Download Paper
Keywords
algorithms, Monte carlo methods, sampling, sequential importance sampling
Citation
Created February 28, 2006, Updated October 12, 2021