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Questions tagged [monte-carlo]

61 questions
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What is the optimal algorithm for playing the hangman word game?

Suppose we are playing the game hangman. My opponent and I both have access to the dictionary during the game. My opponent picks a word from the dictionary with knowledge of the algorithm which I will use to guess his secret word. Once my opponent…
zfj3ub94rf576hc4eegm
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What is the difference between Simulated Annealing and Monte-Carlo Simulations?

What is the difference between Simulated Annealing and Monte-Carlo Simulations? Is Simulated Annealing a specific type of Monte-Carlo simulation, or are they completely separate techniques?
M Smith
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Generating values from a probability density function

If I have a probability density function, some f(x) which is >= 0 everywhere and integrates to 1, is there a method to generate random numbers using that PDF? I know there is the box-muller transform to convert uniform random numbers to gaussian,…
Alan Wolfe
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Monte Carlo Tree Search in connect 5 tree design

I'm trying to create a mcts ai for connect 5 algorithm. However, I'm confused on designing the tree. Here is a quick description of the algorithm: The initial state, S0 is the board state where the AI places the stone, or in other words, the AI's…
Dashadower
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Approximate Bayesian Computation VS Monte Carlo Simulation

I am a little confused about the differences between Approximation Bayesian Computation (ABC) and Monte Carlo Methods (MCM). Citing from wikipedia: Approximate Bayesian computation (ABC) constitutes a class of computational methods rooted in…
Remi.b
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UCT1 Algorithm: What does "total number of simulations" mean?

When reading up on the UCT1 algorithm (I'm writing a Monte Carlo tree search), I'm having trouble with the formula. $$\frac{w_i}{n_i} + \sqrt{\frac{\ln t}{n_i}}$$ Wikipedia, this guy, and this guy all say that $t$, or whatever else they use for that…
APCoding
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How can we get a Las Vegas algorithm from a Monte Carlo one?

I am trying to solve some exercises on random algorithms from this book, randomized algorithms. This is not a homework. I am only trying to improve my skills. Here is the exercise: Exercise 1.3: Consider a Monte Carlo algorithm $A$ for a problem…
drzbir
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Adversarial Monte Carlo Tree Search Asymmetry

Monte Carlo Tree Search with UCT is praised for it's asymmetric tree growth, growing promising subtrees more than non-promising ones. But in a 2-player adversarial game, when a win at one node is a loss at the node below it, wouldn't the tree…
NightRa
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Is there some kind of expected error margin for my Monte Carlo algorithm?

My Monte Carlo algorithm starts by placing some circles in the plane with potential overlaps. I then place a large circle somewhere and compute the overlapping area of this larger circle with the other circles, through iteratively testing random…
J. Schmidt
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Generate a random magic square on a large field

If consecutive natural numbers 1 .. n^2 are placed in a n*n grid so that sum of numbers in each column and in each row is a constant then we call it a magic square. I would like to generate magic squares of size 16x16 and 256x256 for not skewed byte…
Stepan
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How do you protect an AI from a human doing "illogical" moves?

Using a monte carlo approach and evalutation function. Some moves will deemed to be more advantageous than others. As a computer plays itself, it will generally go for the best moves possible. And hence train itself to deal with these moves. But…
zooby
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How to estimate how many assignments satisfy a given DNF formula using Monte Carlo?

Admittedly, homework. For the purpose of this question: $\phi$ is a DNF formula similar to this one: $(x_1 \wedge \neg x_3 \wedge x_4) \vee (\neg x_1 \wedge x_2)$ Also $C_i$ is a clause in this formula, for example $C_1=x_1\wedge \neg x_3\wedge…
gaazkam
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How does the Monte Carlo Tree Search Algorithm Decide When to Expand?

I understand that the MCTS algorithm expands its tree after it has selected the best route to take. However, how does it decide when to end selection and then expand the tree? It cannot just traverse down the whole graph... then it would always…
APCoding
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Understanding Monte Carlo Probabilities

I am trying to get a good grasp on Monte Carlo (MC) algorithms, but I feel I am missing something fundamental. What I don't understand is how MC improves its confidence of giving the correct solution by running more executions. So please correct me…
IssamLaradji
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Constrained random sampling by inequalities

Assume I have $n$ random variables $x$ which need to obey a set of inequality constraints that are linear and can be written as $Ax \leq 0$. Is there a method to sample effectively from these for large $n$, say $n > 10^3$? The first few that are…
Dan
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