SLIDE 1
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
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 - - 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
SLIDE 2
SLIDE 3
Throwing Darts
7 January 2019 OSU CSE 3
3 10 5 7
SLIDE 4
Throwing Darts
7 January 2019 OSU CSE 4
3 10 5 7
SLIDE 5
Throwing Darts
7 January 2019 OSU CSE 5
3 10 5 7
SLIDE 6
Throwing Darts
7 January 2019 OSU CSE 6
3 10 5 7
SLIDE 7
Throwing Darts
7 January 2019 OSU CSE 7
3 10 5 7 How many of 1000 darts do you expect to land in this red interval?
SLIDE 8
Throwing Darts
7 January 2019 OSU CSE 8
a b If 459 of 1000 darts land in this red interval, how long do you expect it is?
SLIDE 9
Throwing Darts: 2D Version
7 January 2019 OSU CSE 9
a b c d
SLIDE 10
Throwing Darts: 2D Version
7 January 2019 OSU CSE 10
a b c d If 367 of 1000 darts land in this red rectangle, what do you expect its area is?
SLIDE 11
Throwing Darts: 2D Version
7 January 2019 OSU CSE 11
a b c d If 367 of 1000 darts land in this red heart, what do you expect its area is?
SLIDE 12
Throw 1M Darts…
7 January 2019 OSU CSE 12