Nicholas Metropolis

Thinkers1915 to 1999Physicist

Works

  • The Monte Carlo Method (with Stanislaw Ulam), Journal of the American Statistical Association, 1949

In Thinking Tools

Known for

A Los Alamos physicist who, with Stanislaw Ulam and John von Neumann, developed the Monte Carlo method of estimating outcomes by repeated random sampling, and who gave his name to the Metropolis algorithm (1953).

Caveat: Ulam conceived the method in 1946; the 1949 paper is its first public description, and sensitivity analysis itself has no single originator.

Tools that draw on Nicholas Metropolis (2)

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