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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

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.



Here is an article "The beginning of the Monte Carlo method" by N. Metropolis: https://lib-www.lanl.gov/cgi-bin/getfile?00326866.pdf


Nice. We've changed to that from https://en.wikipedia.org/wiki/Monte_Carlo_method#History above. Thanks!


What do you think comes next after HMC/NUTS for general purpose turn-key sampling?


This comment was posted when the URL at the top was 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.




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