Equation of State Calculations by Fast Computing Machines.

Metropolis, N., Rosenbluth, M. N., Rosenbluth, M. N., Teller, A. H., & Teller, E. (1953). Equation of State Calculations by Fast Computing Machines. Journal of Chemical Physics, 21(6), 1087-1092.

Type

Journal article

Intellectual base

Primary research

Year

1953

DOI

10.1063/1.1699114

Link

https://doi.org/10.1063/1.1699114

Cited from

chemistry_materials, mathematics, operations_research, statistics_experimental_design

Cited by

4 citations across 4 artifacts.

Each citation links to the sentence it supports in the citing article.

Primes

• Annealing
  • The agitation phase is a high "temperature" \(T\): the search proposes random local moves and accepts them with the Metropolis probability \(\min(1, e^{-\Delta E / T})\), so at high \(T\) even large uphill moves (\(\Delta E > 0\)) are accepted freely, dissolving the current structure and letting the tour wander over barriers.

    This sourceOrigin of the Metropolis acceptance rule min(1, e^{-ΔE/T}) used as the agitation mechanism in simulated annealing.

• Monte Carlo Simulation
  • The 1953 paper by Nicholas Metropolis, Arianna and Marshall Rosenbluth, and Augusta and Edward Teller — "Equation of State Calculations by Fast Computing Machines" in the Journal of Chemical Physics — introduced the Metropolis algorithm for sampling from high-dimensional probability distributions
• Random Walk
  • The Markov-chain Monte Carlo pattern — "construct a random walk whose stationary distribution is the thing you want to sample, then let it run" — transfers across statistical physics (the Metropolis algorithm for Ising models), Bayesian statistics (posterior sampling), and combinatorial optimization, because all of them face the same structural problem: drawing from a distribution too complex to sample directly, solved by accumulating independent-ish local moves.
• Simulated Annealing
  • The Metropolis-Hastings mechanism (fundamentally rooted in Metropolis, Rosenbluth, Rosenbluth, Teller, and Teller's (1953) statistical-physics work on the Metropolis algorithm

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