  We attempt to trace the history and development of Markov chain Monte Carlo
(MCMC) from its early inception in the late 1940s through its use today. We see
how the earlier stages of Monte Carlo (MC, not MCMC) research have led to the
algorithms currently in use. More importantly, we see how the development of
this methodology has not only changed our solutions to problems, but has
changed the way we think about problems.
