A survey of [the 60’s] Monte Carlo methods
“The only good Monte Carlos are the dead Monte Carlos” (Trotter and Tukey, quoted by Halton) When I presented my [partial] history of MCM methods in Bristol two months ago, at the Julian Besag memorial, Christophe Andrieu mentioned a 1970 SIAM survey by John Halton on A retrospective and prospective survey ... [Read more...]