(This article was originally published at Statistical Modeling, Causal Inference, and Social Science, and syndicated at StatsBlogs.)
Bill Harris writes:
Skimming Michael Betancourt’s history of MCMC [discussed yesterday in this space] made me think: my first computer job was as a nighttime computer operator on the old Rice (R1) Computer, where I was one of several students who ran Monte Carlo programs written by (the very good) chemistry prof Dr. Zevi Salsburg and his grad students. As I recall, each computer run would last 1,000-2,000 hours, and, because we didn’t really trust a program that ran so long, we ran it twice, and it verified that the results matched. I’m not sure I ever was present when a run finished.
I did a quick search and turned up Monte Carlo Procedure for Statistical Mechanical Calculations in a Grand Canonical Ensemble of Lattice Systems, which has an abstract that ends, “A comparison with the exact analytical results (B= ∞, Δ=0) indicates that the accuracy of the Monte Carlo procedure for the grand ensemble can be reliably estimated by a statistical analysis of partial averages over the Markov chain.” That sounds a bit like MCMC! If so, what’s up with worries about a few days of HMC sampling.
>Here are a few pictures of the Rice Computer, along with the USAEC Bessel Function Generator. Wikipedia has more, as does Google.
Thinking a bit more, I was told we were running it twice ’cause the hardware might make an error (or so I recall), but perhaps we were simply running two chains on a room-sized single processor with 32K words.
If you want more on Salsburg or on the R1, just ask.
Except that I obviously couldn’t remember how to spell his name right in 2011, here’s a short anecdote about him: http://makingsense.facilitatedsystems.com/2011/12/thinking-for-yourself.html. https://ricehistorycorner.com/2010/11/18/zevi-salsburg/ is a bit more about him (and, looking at the picture, he’s third from the left, not right). Limiting Polytope geometry for Rigid Rods, Disks, and Sphere appears to describe some of his research, although it’s too late for me to even pretend to skim it and make much sense of it tonight (the paper to the abstract I sent previously appears to be paywalled).
https://ricehistorycorner.com/2012/01/31/new-info-on-the-rice-computers/ is a bit more on the Rice Computer and Salsburg, and https://archive.li/opI1Y is perhaps the definitive online documentation about the machine. It indicates that (apparently) some or much of Salsburg’s work on the Rice Computer was done on the bare machine, which means no Genie programming language; I don’t know if it meant no assembler. The computer’s ability to do dynamic memory allocation using tagged memory and codewords is the reason I always heard Salsburg wanted this machine; the IBM machines of the time ran out of memory and didn’t, apparently, have the ability to reclaim unused memory.
And it’s still my favorite computer! Real superscripts and subscripts, thanks to the Friden Flexowriter and the Genie language, and flashing neon lamps everywhere, which made an impressive sight at night, especially if you turned the room lights off.
Oooh, I love this sort of thing. I guess that’s a sign that I’m getting old. 2018 is in the future, after all.
P.S. After doing some more digging, Harris adds:
I found reference 69 in chapter 4 of Heermann’s Computer Simulation Methods in Theoretical Physics (printed page 83), which refers to some of Salsburg’s research. Maybe that makes it clearer whether he was doing what you’d call MCMC today. (I’m not sure that book should be online, but it is.) He does have works listed in a list of LASL research.
Computer-Simulationenzu Strukturen undPhasenumwandlungenin Modell-Kolloiden (in English) mentions his research in several places.
I also found a brief obituary at the bottom of the second page of http://physicstoday.scitation.org/doi/pdf/10.1063/1.3021804. It appears that he was active in statistical mechanics and related fields, but I haven’t found anything I recognize as MCMC integration. The best I’ve seen is stuff possibly related to the non-statistical work Michael related.
If you see a connection, great. Otherwise, perhaps it’s a false alarm. I may ask Melissa Kean if she’s got contacts at Rice who would know.
Ooh—bingo!?! Scroll down a bit on http://ethw.org/Oral-History:Martin_Graham, and you’ll find Metropolis and Salsburg mentioned in the same paragraph. The Rice Computer was a descendant of the MANIAC. At any rate, it sounds as if Salsburg was working for Metropolis at the time (at least during the summers). https://mobile-hi-mobiles.blogspot.com/2009/04/pressures-and-goals.html makes it clear that the R1 was not the MANIAC II.
The post “Each computer run would last 1,000-2,000 hours, and, because we didn’t really trust a program that ran so long, we ran it twice, and it verified that the results matched. I’m not sure I ever was present when a run finished.” appeared first on Statistical Modeling, Causal Inference, and Social Science.
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