Questions tagged [monte-carlo]

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0answers
106 views

Is this algorithm similar to any none in the literature?

I thought of the following algorithm for game AI, which is kind of a mashup of miniMax and Monte Carlo Tree Search. We assume that we have a heuristic function that assigns game states a value in the ...
4
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1answer
92 views

Design a sampling process to select an element with probability proportional to its appear probability in a simulation

We are given a black box $A$ that can do a simulation. Each time running box A gives a sample $S \in 2^X$ where $X$ is a finite ground set. Let $\Pr[x]$ be the probability that $x \in X$ appears in ...
1
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0answers
90 views

Off-policy Monte Carlo Control

The off-policy Monte Carlo control algorithm to learn the optimal state-value function $V^*$ is given as follows, which is obtained from Sutton's book. I have three questions concerning this ...
2
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2answers
128 views

Multiple independent random number streams

Having multiple streams of pseudo-random numbers known to be independent and with a uniform distribution I want to do Monte Carlo simulations in parallel. In other words, one thread will have a full-...
6
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1answer
222 views

Why is the first step in the Lovasz-Vempala convex volume algorithm correct?

I've been reading about convex volume estimation, and have found the paper "Simulated Annealing in Convex Bodies and an $O^{*}(n^4)$ Volume Algorithm" by Lovasz and Vempala, which can be read here. ...
14
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0answers
344 views

Finding all-pairs anti-distance

Thanks for a great forum. This is my first post here. I am working on a signal processing application and the core of one the main algorithms reduces to a graph theoretical problem. Let $G=(V,E)$ ...
26
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1answer
1k views

Who first proposed using $x^2+y^2 < 1$ Monte Carlo algorithm to calculate Pi?

I'm sure everybody knows of Buffon's needle experiment in the 18th century, that is one of the first probabilistic algorithms to calculate $\pi$. The implementation of the algorithm in computers ...