NIST

Monte Carlo algorithm

(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

More information

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.


Go to the Dictionary of Algorithms and Data Structures home page.

If you have suggestions, corrections, or comments, please get in touch with Paul Black.

Entry modified 18 May 2015.
HTML page formatted Fri Feb 23 10:06:08 2018.

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: https://www.nist.gov/dads/HTML/monteCarlo.html