Practice question · True or false
Monte Carlo error falls like regardless of the dimension, which is why it wins in high dimensions.
Hints
- How does a grid method scale with dimension?
- A grid needs points exponential in the dimension.
Show the answer
True
Why
True. Grid-based quadrature needs points in dimensions, hopeless past a handful, while Monte Carlo's rate is dimension-free. It is slow in one dimension and unbeatable in twenty, which is why it dominates in finance, physics and rendering.
Practise Vectorised Computation and Libraries
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