+ Reply to Thread
Results 1 to 5 of 5

Thread: Good sources (books, articles, ....) on the history of Monte Carlo methods?

  1. #1
    TS Contributor
    Points: 22,448, Level: 93
    Level completed: 10%, Points required for next Level: 902
    spunky's Avatar
    Location
    vancouver, canada
    Posts
    2,137
    Thanks
    166
    Thanked 538 Times in 432 Posts

    Good sources (books, articles, ....) on the history of Monte Carlo methods?




    I am finally entering the final step of my PhD. Chapter 1 of my dissertation has already been published, Chapter 2 has been submitted for publication and Chapter 3 is kind of in the middle. I just need to stick an Intro and a Conclusion and we'll call it a day. But, before that, I need to present (and defend) a proposal).

    Since my dissertation deals essentially with methods and algorithms to simulate multivariate, correlated structures I feel like I need to include a little bit about the history and uses of Monte Carlo simulations (particularly within the socials sciences but that's another story).

    Any hints/ideas? Good articles or books or chapters that come to mind? I'm looking more not of a technical source on Monte Carlo simulation but something that deals more with, oh I dunno, the history of it, its applications, the general theory of why they work, etc.

    Thanks!
    for all your psychometric needs! https://psychometroscar.wordpress.com/about/

  2. #2
    Omega Contributor
    Points: 38,413, Level: 100
    Level completed: 0%, Points required for next Level: 0
    hlsmith's Avatar
    Location
    Not Ames, IA
    Posts
    7,004
    Thanks
    398
    Thanked 1,186 Times in 1,147 Posts

    Re: Good sources (books, articles, ....) on the history of Monte Carlo methods?

    Manhattan Project, right?


    So did you do a 3 part (project) dissertation?
    Stop cowardice, ban guns!

  3. #3
    TS Contributor
    Points: 22,448, Level: 93
    Level completed: 10%, Points required for next Level: 902
    spunky's Avatar
    Location
    vancouver, canada
    Posts
    2,137
    Thanks
    166
    Thanked 538 Times in 432 Posts

    Re: Good sources (books, articles, ....) on the history of Monte Carlo methods?

    Yes, the Manhattan Project was one of the first instances were Monte Carlo simulation methods (at least as they're understood today) were developed. It's weird to say this but World War 2 was a period where a lot of discoveries in Statistics were made. If you read the original article, for instance, Hotelling's T^2 (so the first instance of MANOVA) was developed within the context of assessing missile trajectories. I guess what I'm looking for is a more "eagle eye"view of this methodology and its uses.

    I have 3 "projects" that will comprise my dissertation. As per agreement with my advisor, if I get to publish them (or at least have them submitted), he will count them towards my dissertation. Chapter 1 is here. For Chapter 2 I'm just waiting to see whether it gets accepted or rejected and Chapter 3 is on the works now.

    I struggled a lot while writing my Master's thesis so I decided that breaking down the work in chapters/manuscripts for publication made a lot more sense rather than trying to write the whole thing in one go.
    for all your psychometric needs! https://psychometroscar.wordpress.com/about/

  4. #4
    Human
    Points: 12,686, Level: 73
    Level completed: 59%, Points required for next Level: 164
    Awards:
    Master Tagger
    GretaGarbo's Avatar
    Posts
    1,363
    Thanks
    455
    Thanked 462 Times in 402 Posts

    Re: Good sources (books, articles, ....) on the history of Monte Carlo methods?

    Quote Originally Posted by spunky View Post
    Since my dissertation deals essentially with methods and algorithms to simulate multivariate, correlated structures I feel like I need to include a little bit about the history and uses of Monte Carlo simulations (particularly within the socials sciences but that's another story).
    You could mention: Student 'The Probable error of a Mean' 1908. in section VI page 13:

    "The material used was a correlation table containing the height and left finger measurement of 3000 criminals..."

    There you have it: correlated structures, bivariate and social science connection.

    "The measurements were written on 3000 pieces of cardboard, which were then very thoroughly shuffled and drawn at random."

    Thus, a Monte Carlo method, right?

  5. #5
    Super Moderator
    Points: 13,151, Level: 74
    Level completed: 76%, Points required for next Level: 99
    Dragan's Avatar
    Location
    Illinois, US
    Posts
    2,014
    Thanks
    0
    Thanked 223 Times in 192 Posts

    Re: Good sources (books, articles, ....) on the history of Monte Carlo methods?


    I suppose Christopher Mooney's Sage publication (book) on Monte Carlo methods (Quantitative Methods Applications for Social Scientists) would be one source.

+ Reply to Thread

           




Tags for this Thread

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts






Advertise on Talk Stats