3 ms·
More often than not, it is faster than figuring out the exact solution, if an exact solution exists. Things like having a piecewise distribution somewhere in yo
by snovv_crash 10y ago
More often than not, it is faster than figuring out the exact solution, if an exact solution exists. Things like having a piecewise distribution somewhere in your problem make Monte Carlo several orders of magnitude easier to implement.
- hyperbovine 10y agoThe depends a lot of the dimension of the space you're trying to integrate over, and in any case, (vanilla) Monte Carlo is trivial to implement. I was more poking fun at the very different way theorists and practitioners view classes certain algorithms. "Deterministic running time" is not a particularly strong guarantee, in practice.