Talk:Monte Carlo method

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Pi/4 question[edit]

I'm a little confused. Looking at the example of Monte Carlo distribution of a quadrant in a unit square. Isn't the ratio of total red to blue (randomly placed dots inside vs. outside the entire circle pi:(4-pi)? That is, the total blue area (of the four quadrants) would occupy only 4-pi of the total, and the red area would occupy pi of the total area. So, I wonder why the article seems to say the ratio of the red to blue in the quadrant is pi/4. That's not right: the ratio of the red to the blue should be pi/4 : (4-pi)/4. The blue does not equal 4 to pi's 3.14. I'm pretty sure this needs to be either clarified or fixed, because I'm lost. Zelchenko (talk) 08:09, 20 February 2019 (UTC)[reply]

What you're saying is correct, but the text is also correct. It doesn't say that the ratio of red to blue is π:4, but that "the ratio of the inside-count (red) and the total-sample-count (red + blue)" is π:4, which is indeed, as the article says, the fraction filled by "a quadrant (circular sector) inscribed in a unit square." -Bryanrutherford0 (talk) 13:36, 20 February 2019 (UTC)[reply]

Canfield[edit]

"The question was what are the chances that a Canfield solitaire laid out with 52 cards will come out successfully?"

Do we know whether Ulam was talking specifically about Canfield (solitaire) or Klondike (solitaire)? Both games are known as "Canfield", but play somewhat differently. --Lord Belbury (talk) 20:21, 28 December 2019 (UTC)[reply]

Monte Carlo method simulations (from Pseudorandomness)[edit]

A section in Pseudorandomness that doesn't belong there is being given a new lease on life: here, as a subsection named 'Mersenne_twister (MT19937) in Python (a Monte Carlo method simulation)' within the 'Monte Carlo and random numbers' section. Pi314m (talk) 10:07, 9 July 2020 (UTC)[reply]

  • Objection to the above change : we already have an example of calculating pi in this article:
    -a- a Python (or any other language) code example is far too detailed (and irrelevant) here and -b- mentioning Mersenne Twister out of the blue is also irrelevant for inclusion here; Monte Carlo method has nothing to do with the choice of PRNG.
  • Note that the diagram showing how to simulate/calculate Pi (π) includes (Python) code in its corresponding MediaWiki entry
  • My conclusion : we should
    -1- Delete this recent addition, and
    -2- Modify the caption of the existing diagram to state that sample Python code can be found in the MediaWiki entry
    • fellow-Wikipedians ; what say you ? -- jw (talk) 20:28, 9 July 2020 (UTC)[reply]
      • I support removal. It is too python specific, and a very trivial example. PRNG choice can affect MC simulation, but not for this example.--Mvqr (talk) 10:51, 10 July 2020 (UTC)[reply]
        • @Mvqr if choice of PRNG affects MC simulation then we should be saying so in the article with explanation of how this is so, but not including MT specifically ... d'you agree? -- jw (talk) 05:53, 24 July 2020 (UTC)[reply]
          • I agree. I am not sure PRNG effects on MC should be included. From my personal work I have done in the past I can say it is an issue when you have a low-quality PRNG (for instance rand() ...) and specific models, but other than saying "bad PRNG potentially leads to skewed/inefficient results" the effects are very much PRNG and model dependent.--Mvqr (talk) 10:53, 26 July 2020 (UTC)[reply]

Fellow-wikipedians, @Pi314m, @Mvqr, @jwikip I interpret the above exchange as consensus; hence unless there is any quick objection I shall make the above-mentioned changes to the article in the next few days ! -- jw (talk) 14:25, 27 July 2020 (UTC)[reply]

  • I removed the section per the discussion above (and it was obviously redundant). I could not find any wikimedia link to python code in the article, so if someone feels that is necessary and knows where it is, please feel free to add it. Cheers! Doctormatt (talk) 06:57, 3 May 2021 (UTC)[reply]

The redirect Monte carlo Simulation has been listed at redirects for discussion to determine whether its use and function meets the redirect guidelines. Readers of this page are welcome to comment on this redirect at Wikipedia:Redirects for discussion/Log/2023 April 21 § Monte carlo Simulation until a consensus is reached. –Novem Linguae (talk) 23:28, 21 April 2023 (UTC)[reply]

History[edit]

"Being secret, the work of von Neumann and Ulam required a code name."

The calculations performed using the Monte Carlo code on the ENIAC (1948) for the H bomb were secret but the method was not. Ulam promoted the method on a tour of universities in the following year. Metropolis coined the name as a buzz word not as a secret code word. Owensumm (talk) 21:12, 5 June 2023 (UTC)[reply]

Citation for that? —DIYeditor (talk) 21:14, 5 June 2023 (UTC)[reply]