Monte Carlo Algorithms

4 years ago
108
Monte Carlo randomized algorithms Monte Carlo integration

Monte Carlo refers to algorithms that rely on repeated random sampling to obtain numerical results. This lecture teaches Monte Carlo using 5 examples:
0:15 Uniform sampling for estimating π
7:37 Buffon's needle problem
13:20 Area of a region
19:39 Monte Carlo integration
29:29 Estimating expectations

Slides: https://github.com/wangshusen/AdvancedAlgorithms

Loading comments...