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

spunky

Smelly poop man with doo doo pants.
#1
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! :)
 

spunky

Smelly poop man with doo doo pants.
#3
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.
 
#4
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?
 

Dragan

Super Moderator
#5
I suppose Christopher Mooney's Sage publication (book) on Monte Carlo methods (Quantitative Methods Applications for Social Scientists) would be one source.