montecarlo Questions

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I am playing around with PRNGs (like Mersenne Twister and rand() function of stdlib) and I would want a good test that would help me ascertain the quality of random data produced by the PRNGs. I ha...
Argyll asked 20/3, 2012 at 1:28

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Trying to learn MCST using YouTube videos and papers like this one. http://www0.cs.ucl.ac.uk/staff/D.Silver/web/Applications_files/grand-challenge.pdf However I am not having much of a luck under...
Commoner asked 28/5, 2017 at 18:55

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I'm trying to block bootstrap samples for Monte-Carlo simulation and need to generate a large array of index values (integers) containing blocks in Python. I need this to be very fast but cannot fi...
Teeters asked 20/7, 2021 at 23:32

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I have written a function that takes in a long long value n and uses that as the number of iterations to go through. The function should give a good estimate of pi, however, all the values for larg...
Kraus asked 13/3, 2019 at 18:19

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I've been looking at Kevin Beason's path tracer "smallpt" (http://www.kevinbeason.com/smallpt/) and have a question regarding the mirror reflection calculation (line 62). My understanding of the r...
Bazan asked 16/3, 2014 at 1:29

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Suppose I create a histogram using scipy/numpy, so I have two arrays: one for the bin counts, and one for the bin edges. If I use the histogram to represent a probability distribution function, how...
Bloodshed asked 23/7, 2013 at 21:32

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Here is the algorithm of what I want to do with R: Simulate 10 time series data set from ARIMA model through arima.sim() function Split the series into sub-series of possible 2s, 3s, 4s, 5s, 6s, 7...
Edmund asked 6/10, 2020 at 8:48

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I've been trying to simulate some Monte Carlos simulations lately and came across numpy.random. Checking the documentation of the exponential generator I've noticed that that's a warning in the pag...
Ninnette asked 1/10, 2020 at 16:40

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I'm trying to solve a variant of 2048 by a Monte-Carlo Tree Search. I found that UCT could a good way to have some trade-off between exploration/exploitation. My only issue is that all the version...
Arp asked 16/4, 2016 at 13:48

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I am a little confused about how the MCTS "Tree Policy" is implemented. Every paper or article I read talks about going down the tree from the current game state(in MCTS teminology: the root for th...
Academia asked 17/2, 2017 at 15:54

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I need a pseudo random number generator for 2D Monte Carlo simulation that doesn't have the characteristic hyperplanes that you get with simple LCGs. I tested the random number generator Rnd() in E...
Natal asked 11/8, 2016 at 8:30

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There are two columns in the dataset, user_id, and site_name respectively. It records every site name that every user browsed. toy_dict = {'site_name': {0: u'\u4eac\u4e1c\u7f51\u4e0a\u5546\u57ce',...
Hinkley asked 18/1, 2018 at 3:23

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I am using R to construct an agent based model with a monte carlo process. This means I got many functions that use a random engine of some kind. In order to get reproducible results, I must fix th...
Earleneearley asked 17/12, 2013 at 2:12

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I have taken interest into monte carlo tree search applied in games recently. I have read several papers, but i use "Monte-Carlo Tree Search" A Phd thesis by Chaslot, G as i find it more easy to ...
Bassist asked 19/4, 2013 at 8:16

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I add three normal distributions to obtain a new distribution as shown below, how can I do sampling according to this distribution in python? import matplotlib.pyplot as plt import scipy.stats as ...
Reeve asked 5/3, 2018 at 9:10

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Literature says that the metropolis-hasting algorithm in MCMC is one of the most important algorithms developed last century and is revolutional. Literature also says that it is such development in...
Aromaticity asked 28/12, 2018 at 22:16

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I need a uniform distribution of points on a 4 dimensional sphere. I know this is not as trivial as picking 3 angles and using polar coordinates. In 3 dimensions I use from random import random ...

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I had a small but potentially stupid question about Monte Carlo Tree Search. I understand most of it but have been looking at some implementations and noticed that after the MCTS is run for a given...
Cuddle asked 20/11, 2017 at 10:18

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I am trying to compute the volume of a 10 dimensional sphere with python, but my computation doesn't work. Here is my code: def nSphereVolume(dim,iter): i = 0 j = 0 r = 0 total0 = 0 total1...
Coincident asked 28/6, 2018 at 21:19

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I am trying to teach myself python and I wanted to start with learning how to do a monte carlo analysis (I am a scientist by trade who uses MCA alot). I am trying to write a program in that will pe...
Underwear asked 11/5, 2018 at 14:36

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I understand, to a certain degree, how the algorithm works. What I don't fully understand is how the algorithm is actually implemented in practice. I'm interested in understanding what optimal app...

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When I use Series.reset_index() my variable turns into a DataFrame object. Is there any way to reset the index of a series without incurring this result? The context is a simulation of random cho...
Runge asked 13/3, 2018 at 20:58

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I've been reading through the Monte Carlo Tree Search survey paper by Browne et. al: http://ccg.doc.gold.ac.uk/papers/browne_tciaig12_1.pdf "A Survey of Monte Carlo Tree Search Methods" I'm wres...
Albertina asked 28/5, 2015 at 14:13

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I want to shuffle a long sequence (say it is has more than 10000 elements)a lot of times (say 10000). When reading Python Random documentation, I found the following: Note that even for small l...
Quaff asked 21/10, 2017 at 1:34

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I have written a short monte carlo integration algorithm to calculate an integral in Fortran 90. I once compared the result obtained by solving the integral with respect to some parameter using the...
Auster asked 8/7, 2016 at 9:6

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