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Monte Carlo Estimation 7 January 2019 OSU CSE 1 Monte Carlo - PowerPoint PPT Presentation

Monte Carlo Estimation 7 January 2019 OSU CSE 1 Monte Carlo Methods Class of computational methods that use random sampling to estimate results Named after the famous Monte Carlo Casino 7 January 2019 OSU CSE 2 Throwing Darts 3 5


  1. Monte Carlo Estimation 7 January 2019 OSU CSE 1

  2. Monte Carlo Methods • Class of computational methods that use random sampling to estimate results – Named after the famous Monte Carlo Casino 7 January 2019 OSU CSE 2

  3. Throwing Darts 3 5 7 10 7 January 2019 OSU CSE 3

  4. Throwing Darts 3 5 7 10 7 January 2019 OSU CSE 4

  5. Throwing Darts 3 5 7 10 7 January 2019 OSU CSE 5

  6. Throwing Darts 3 5 7 10 7 January 2019 OSU CSE 6

  7. Throwing Darts How many of 1000 darts do you expect to land in this red interval? 3 5 7 10 7 January 2019 OSU CSE 7

  8. Throwing Darts If 459 of 1000 darts land in this red interval, how long do you expect it is? a b 7 January 2019 OSU CSE 8

  9. Throwing Darts: 2D Version d c a b 7 January 2019 OSU CSE 9

  10. Throwing Darts: 2D Version If 367 of 1000 darts land in this red rectangle, what do you expect its area is? d c a b 7 January 2019 OSU CSE 10

  11. Throwing Darts: 2D Version If 367 of 1000 darts land in this red heart, what do you expect its area is? d c a b 7 January 2019 OSU CSE 11

  12. Throw 1M Darts… 2 0 0 2 7 January 2019 OSU CSE 12

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