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 7 10 7 January 2019 OSU CSE 3
Throwing Darts 3 5 7 10 7 January 2019 OSU CSE 4
Throwing Darts 3 5 7 10 7 January 2019 OSU CSE 5
Throwing Darts 3 5 7 10 7 January 2019 OSU CSE 6
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
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
Throwing Darts: 2D Version d c a b 7 January 2019 OSU CSE 9
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
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
Throw 1M Darts… 2 0 0 2 7 January 2019 OSU CSE 12
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