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The most popular option, however, is to drown our sorrows in alcohol, get punch drunk, and stumble around all night. The technical term for this is Markov chain Monte Carlo, or MCMC for short. The “Monte Carlo” part is because the method involves chance, like a visit to the eponymous casino, and the “Markov chain” part is because it involves taking a sequence of steps, each of which depends only on the previous one. The idea in MCMC is to do a random walk, like the proverbial drunkard, jumping from state to state of the network in such a way that, in the long run, the number of times each ...more
The Master Algorithm: How the Quest for the Ultimate Learning Machine Will Remake Our World
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