3 ms·
And of course the Nick Metropolis mentioned in this story is the first author of Metropolis, Rosenbluth, Rosenbluth, Teller, and Teller (1953), which went a ste
by mturmon 3y ago
And of course the Nick Metropolis mentioned in this story is the first author of Metropolis, Rosenbluth, Rosenbluth, Teller, and Teller (1953), which went a step farther and introduced MCMC. See just above equation 4 of (https://bayes.wustl.edu/Manual/EquationOfState.pdf https://bayes.wustl.edu/Manual/EquationOfState.pdf).
Farther down, below equation (6), we see the understatement:
“The above argument, of course, does not specify how rapidly the canonical distribution is reached.”
on which about 7 decades of further research would be done!