1962•Mathematical Proceedings of the Cambridge Philosophical SocietyRequires access

Sequential Monte Carlo

John H. Halton

Abstract

ABSTRACT This paper defines the concept of sequential Monte Carlo and outlines the principal modes of approach which may be expected to yield useful sequential processes. Three workable sequential processes, derived from a non-sequential method of J. von Neumann and S. M. Ulam for solving systems of linear algebraic equations, are described and analysed in detail.

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Available abstract

Key concepts: Monte Carlo method, Von Neumann architecture, Principal (computer security), Quasi-Monte Carlo method, Applied mathematics, Computer science, Monte Carlo molecular modeling, Statistical physics