# Questions tagged [monte-carlo]

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### Finding the error probability of a Monte Carlo algorithm

Let's say I have a Monte Carlo algorithm $A$ that gives the correct answer with a probability $p$ > $1/2$. I don't have any information on if it's decisional or not. I understand that I can make ...
40 views

### 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 ...
23 views

### How branching factor affects complexity of Monte Carlo Tree Search?

I was reading: https://stackoverflow.com/questions/34724201/whats-the-time-complexity-of-monte-carlo-tree-search Where it says: The runtime of the algorithm can be simply be computed as O(mkI/C) ...
28 views

### Monte Carlo Tree Search for Robo Rally AI

I want to implement an AI capable of playing the game RoboRally (https://en.wikipedia.org/wiki/RoboRally) using Monte Carlo Tree Search (MCTS). In RoboRally, there are 2-8 characters controlled by (...
60 views

### How to extend an existing Monte Carlo method and to add new constraint

Currently I'm trying to extend an existing Monte Carlo model to simulate the process of production line that produce rolls of paper under some conditions, and to ...
1 vote
100 views

### What set.seed() mean in the Monte Carlo method

I'm trying to learn the implementation of the Monte Carlo method in R language. I am following a course with an example of predicting results for a board game. What I'm not understanding is the usage ...
1 vote
55 views

### Combine Las Vegas and Montecarlo probabilistic algorithms to improve chance of finding correct answer

Let's say that I have a Las Vegas algorithm for a given problem (whose answer is true/false for simplicity) with a chance of ...
31 views

### How to create random pseudo samples from a non-stationary time series containing NaNs using Monte-Carlo method?

I am looking for answers creating 500 samples of non-stationary Time series based on its probability distribution preferably using monte-carlo simulation. DATA LINK Secondly, the most example ...
98 views

### Question about what exponentially small probability of success means in randomized algorithms

I am reading the book Randomized Algorithms By Motwani and Raghavan, and one of their exercises gives a modification of Karger's Min-Cut algorithm(Both is Monte Carlo) which picks two vertices and ...
1 vote
18 views

### How exactly are non-leaves in Monte Carlo tree search chosen?

I play around with Monte Carlo tree search and tic-tac-toe. For now I have followed the Wikipedia article. There is one place, where I am stuck, the selection phase. The given procedure is the ...
58 views

### Decision problem solution monte carlo

I have a rather straightforward question for this community (that I am not able to solve). Assume there is a probability of Tom having a bag of candy. If Tom has a bag, he says the truth 4/5 times and ...
499 views

### 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 ...
1 vote
80 views

### How to design an unbounded Monte Carlo algorithm for SAT(Boolean Satisfiability Problem) problem?

I want the algorithm to be in polynomial time and the correct answer rate is 0.5 or more. (True / false judgment is polynomial time) All the methods I think of take exponential time(2^n). Can anyone ...
71 views

### Uniformly sample $x,y\in\{0,1\}^n$ with Levenstein distance $k$

Given alphabet $\{0,1\}$, we want to uniformly sample $x,y \in \{0,1\}^n$ such that $ed(x,y)=k$, where $ed$ denotes the Levenstein distance, i.e., the minimum number of edit operations (insert, delete,...
201 views

1 vote
123 views

### How to decrease the confidence of a Monte Carlo algorithm in its answer?

Recall that a Monte Carlo algorithm is $p$-correct if it outputs a correct answer with probability at least $p$. In the case of decision problems, where the answer is binary, repeating the MC ...
199 views

### Monte Carlo Algorithms : Are there any problems where two opposite Monte Carlo algorithms could solve it?

I started reading on Probabilistic algorithms and Monte-Carlo algorithms. Since a Monte-Carlo can only give a certain answer for either True or False, I was wondering if it's conceivable that for the ...
48 views

### Randomly construct linear combination that is within bounds over two basis

Given rank deficient matrix $A$, I want to randomly construct vectors $\vec{x}$ such that: $0 \le x_{j} \le 1$ $0 \le b_{j} \le 1$ where $\vec{b} = A\vec{x}$ Matrix $A$ is about 10 x 15. I want to ...
838 views

### Understanding On-policy First Visit Monte Carlo Control algorithm

I am going through the Monte Carlo methods, and it's going fine until now. However, I am actually studying the On-Policy First Visit Monte Carlo control for epsilon soft policies, which allows us to ...
1 vote
110 views

### Pi approximation with Montecarlo: Why not just evenly distributed points?

With the randomised algorithm for Pi approximation (see https://www.geeksforgeeks.org/estimating-value-pi-using-monte-carlo/ ), I keep wondering why just using points with an even distance should'n ...
408 views

### 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 ...
86 views

### 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 ...
4k views

### 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?
1 vote
148 views

### Do Nested Monte Carlo Algorithm always find the best score where score is the number of moves on the leftmost path

I am studying Nested Monte Carlo Algorithm addressing the problem of guiding the search toward better states when there is no available heuristic. It uses nested levels of random games in order ...
519 views

### 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 ...
432 views

### What is partial expansion in Monte Carlo Tree Search?

I'm trying to understand the modification to the MCTS algorithm called Partial Expansion. From what I've been reading it enables one to not require all child nodes to have been expanded before ...
1 vote
6k views

### Monte Carlo: what is a seed?

I have reached a chapter in the notes I am following where a program written in C++ is using a Monte Carlo method to estimate $\pi$. It mentions a 'seed', but does not say what this is. I have tried ...
47 views

### Card Shuffling, Bounding Mixing time using Paths and Flows

I've been struggling with a problem that is very similar to a 2014 question posted here. The question in particular is 3(1) and 3(2). To paraphrase, we are supposed to use paths and an encoding ...
1 vote
356 views

### Monte Carlo algorithm: Element in array

Design a Monte Carlo algorithm that checks in constant time if a given element $x$ is in a $n$-dimensional vector $V$. Calculate the probability for a correct answer. Then suppose $n=10$, how many ...
41 views

### Not grasping Bayesian Monte Carlo

I've read several sources of information that describe the process of Bayesian Monte Carlo Quadrature but am just not understanding the details enough to be able to implement it. For instance two ...
3k views

### 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 ...
156 views

### 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 ...
1 vote
1k views

### How does MCTS handle games with large numbers of poor moves?

I am trying to understand how pure Monte Carlo tree search (https://en.wikipedia.org/wiki/Monte_Carlo_tree_search) handles games where random playout will likely result in a loss easily avoided by ...
256 views

### 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 ...
401 views

### 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 ...
1 vote