Practice question · Select all that apply
Select every statement about Monte Carlo methods that is TRUE.
Hints
- Two options misstate the convergence rate or the dimensional behaviour.
- A grid needs exponentially many points as dimensions increase.
Show the answer
- B. Monte Carlo is a poor choice when many accurate digits are required
- C. A hundred times as many samples buys roughly one more accurate decimal digit
- E. Randomness can attack problems that are not themselves random
Why
The error goes like 1 over the SQUARE ROOT of N, and grids fail in high dimensions while Monte Carlo does not. Estimating pi from random points is the classic case of randomness solving a completely deterministic problem.
Practise Simulation and Monte Carlo Methods
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