Monte Carlo Algorithms

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4 years ago
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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

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