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 October 12, 2024)
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you’ve safely connected to the .gov website. Share sensitive information only on official, secure websites.
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
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