Researched
Monte Carlo Methods
Ulam, von Neumann and Metropolis use random sampling on a computer to solve problems too hard for formulas (1946-49).
Open in the interactive tree →Conceived at Los Alamos to study neutron diffusion and first run on ENIAC, the method estimates answers by many random trials. It now serves physics, finance, graphics, risk analysis and game-playing AI such as Monte Carlo tree search.
Prerequisites
- Measure-Theoretic Probability1902-1933Monte Carlo estimates rest on laws of large numbers, stated rigorously in Kolmogorov's framework
- Markov Chains1906
- Programmable Computer1941
- Manhattan Project1942-1945
Unlocks
- AlphaGo2016AlphaGo used Monte Carlo tree search to choose moves