Monte Carlo methods in statistical mechanics: foundations and new algorithms
Excerpts
Monte Carlo is an extremely bad method; it should only be used when all alternative methods are worse.
Reference
Alan Sokal “Monte Carlo methods in statistical mechanics: foundations and new algorithms” (1997) DOI: 10.1007/978-1-4899-0319-8_6
@Incollection{sokal1997,
title = {Monte Carlo methods in statistical mechanics: foundations and new algorithms},
author = {Sokal, Alan},
booktitle = {Functional integration: Basics and applications},
url = {https://citeseerx.ist.psu.edu/document?repid=rep1&type=pdf&doi=0bfe9e3db30605fe2d4d26e1a288a5e2997e7225},
doi = {10.1007/978-1-4899-0319-8_6},
pages = {131--192},
year = {1997},
publisher = {Springer}
}