4 ms·
It's not a very good history. It says "In the late 1940s, Stanislaw Ulam invented the modern version of the Markov Chain Monte Carlo method", but as far as I k
by radford-neal 4y ago
It's not a very good history.
It says "In the late 1940s, Stanislaw Ulam invented the modern version of the Markov Chain Monte Carlo method", but as far as I know, this is incorrect. He invented a Monte Carlo method, but not a Markov chain Monte Carlo method. Markov chain Monte Carlo is generally attributed to Metropolis, Rosenbluth, Rosenbluth, Teller, and Teller. See https://en.wikipedia.org/wiki/Metropolis-Hastings_algorithm https://en.wikipedia.org/wiki/Metropolis-Hastings_algorithm
The article fails even to distinguish simple Monte Carlo based on independently sampled points from Markov chain Monte Carlo. It seems rather confused in other respects too, such as in its discussion of "mean field" methods.
- sampo 4y agoHere is an article "The beginning of the Monte Carlo method" by N. Metropolis: https://lib-www.lanl.gov/cgi-bin/getfile?00326866.pdf https://lib-www.lanl.gov/cgi-bin/getfile?00326866.pdf
- dang 4y agoNice. We've changed to that from https://en.wikipedia.org/wiki/Monte_Carlo_method#History https://en.wikipedia.org/wiki/Monte_Carlo_method#History above. Thanks!
- ckrapu 4y agoWhat do you think comes next after HMC/NUTS for general purpose turn-key sampling?
- deleted 4y ago[deleted]
- dang 4y agoThis comment was posted when the URL at the top was https://en.wikipedia.org/wiki/Monte_Carlo_method#History https://en.wikipedia.org/wiki/Monte_Carlo_method#History. We've since changed it to the URL suggested by sampo at https://news.ycombinator.com/item?id=32889436 https://news.ycombinator.com/item?id=32889436.