Fast Sequential Monte Carlo Methods for Counting and Optimization – Book Review

Screen Shot 2014-02-20 at 2.44.13 PMMonte Carlo methods are used widely in many areas of science, applied mathematics, and industrial research. As a theoretical physicist I’ve dealt with them on occasion, but my own field of study uses numerical methods very sparingly. Nonetheless, I was eager to learn more about the most advanced Monte Carlo methods, and this little book looked promising in that regard. Unfortunately, even though this book is not organized along the traditional “theorem and proof” lines of mathematical monographs, it is still incredibly dense and hard to follow text. Despite what the authors claim in the preface, the book requires a substantive prior expertise and exposure to most of the topics that it covers. This is not by any stretch of imagination an introductory book on either Monte Carlo methods or even the specific subtopics that it addresses. This is a book by the experts in the field aimed at their own fellow research colleagues. Very few people, aside from Monte Carlo methods researchers, will benefit from reading this material.

 

Bojan Tunguz

Bojan Tunguz was born in Bosnia and Herzegovina, which he and his family fled during the civil war for the neighboring Croatia. Over the past two decades he has studied, lived and worked in the United States. He is a theoretical physicist with degrees from Stanford and University of Illinois. Tunguz has taught physics at several prominent liberal arts colleges and has been writing about physics, science and technology for more than a decade. He also has a wide spectrum of interests, and reads and writes about current events, society, culture, religion and politics. Over the years he has reviewed many of the books that he has read, and posted his reviews on various online outlets. In 2011 he had become a top 10 reviewer on Amazon.com, where he continues to be very active. Aside from reading and writing, Tunguz enjoys traveling, digital photography, hiking, and fitness. He resides with his wife in Indiana. You can follow my review updates on the following pages as well: Facebook: http://www.facebook.com/tunguzreview Twitter: http://www.twitter.com/tunguzreviews Google+: https://plus.google.com/u/0/104312842297641697463/posts

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