(algorithmic technique)
Definition: A randomized algorithm that may produce incorrect results, but with bounded error probability.
Generalization (I am a kind of ...)
heuristic.
See also Las Vegas algorithm, RP, ρ-approximation algorithm.
Note: From Algorithms and Theory of Computation Handbook, 15-21, Copyright © 1999 by CRC Press LLC. Appearing in the Dictionary of Computer Science, Engineering and Technology, Copyright © 2000 CRC Press LLC.
A Monte Carlo algorithm gives more precise results the longer you run it. A Las Vegas algorithm gives exactly the right answer, but the run time is indeterminate.
Author: CRC-A
An excellent tutorial introduction with history.
Nicholas Metropolis and Stanislaw Ulam, The Monte Carlo method, Journal of the American Statistical Association, 44(247):335-341, 1949.
If you have suggestions, corrections, or comments, please get in touch with Paul Black.
Entry modified 18 May 2015.
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Cite this as:
Algorithms and Theory of Computation Handbook, CRC Press LLC, 1999, "Monte Carlo algorithm", in
Dictionary of Algorithms and Data Structures [online], Vreda Pieterse and Paul E. Black, eds. 18 May 2015. (accessed TODAY)
Available from: http://www.nist.gov/dads/HTML/monteCarlo.html