Monte Carlo theory, methods and examples (2013)

Re:Monte Carlo theory, methods and examples (2013) by onikolas on Friday July 07, 2017 @07:07AM (#14717502)

Fun trivia: Stan Ulam was on sick-leave and was playing solitaire. He came up with the Monte Carlo method while trying to calculate the probability of a successful solitaire game. The method was named after his uncle's favorite place to gamble.

When he got back from sick-leave, he immediately began applying it to his work: calculations leading to the fusion bomb.

I find that little background stories like this help students to get engaged with subject.

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Re:Monte Carlo theory, methods and examples (2013) by Ntrails on Friday July 07, 2017 @12:12PM (#14719547)

I've been thinking a bit about hands of solitaire recently as I play it on my phone on the commute to work. It's cool to know that it's an interesting problem to other people as well.

At the same time, you know, I didn't even think to use Monte Carlo let alone design the damned thing...

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Re:Monte Carlo theory, methods and examples (2013) by zeristor on Sunday July 09, 2017 @08:16AM (#14729392)

As I understand it he got bored of the game itself, and was thinking about it at a higher level.

I've been playing it heavily recently though, and it seems to be so well weighted. Completing games about 10% of the time.

Trying to work out strategies to finish more games.

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Re:Monte Carlo theory, methods and examples (2013) by Florin_Andrei on Friday July 07, 2017 @02:25PM (#14720770)

In the computer age, I am used to methods like this using huge numbers of samples to calculate the result.

How was this done before computers?

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Re:Monte Carlo theory, methods and examples (2013) by infinite8s on Friday July 07, 2017 @02:39PM (#14720902)

The theoretical validation of these methods drove much of the early development of computing in the 1930s (as a way to compute Monte Carlo estimates.)

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