8 Markov Chain Monte Carlo

For most of Western history, chance has been a villain. In classic Roman civilization, chance was personified by Fortuna, goddess of cruel fate, with her spinning wheel of luck. Opposed to her sat Minerva, goddess of wisdom and understanding. Only the desperate would pray to Fortuna, while everyone implored Minerva for aid. Certainly science was the domain of Minerva, a realm with no useful role for Fortuna to play.

But by the beginning of the 20th century, the opposition between Fortuna and Minerva had changed to a collaboration. Scientists, servants of Minerva, began publishing books of random numbers, instruments of chance to be used for learning about the world. Now, chance and wisdom share a cooperative relationship, ...

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