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> the Monte Carlo method lets you punch above your weight class in terms of measuring and predicting phenomena that are too complex, or too expensive to determi
by mjb 4y ago
> the Monte Carlo method lets you punch above your weight class in terms of measuring and predicting phenomena that are too complex, or too expensive to deterministically model.
Yes, this is exactly why I like it. At AWS, we've used Monte Carlo simulations quite extensively to model the behavior of complex distributed systems and distributed databases. These are typically systems with complex interactions between many components, each linked by a network with complex behavior of its own. Latency and response time distributions are typically multi-modal, and hard to deal with analytically.
One direction I'm particularly excited by in this niche is converging simulation tools and model checking tools. For example, we could have a tool like P use the same specification for exhaustive model checking, fuzzing invariants, and doing MC (and MCMC) to produce statistical models of things like latency and availability.
- mjb 4y agoA while ago I wrote this as a simple introduction to applying MC methods in distributed systems: https://brooker.co.za/blog/2022/04/11/simulation.html https://brooker.co.za/blog/2022/04/11/simulation.html
- jwozn 4y agoThis sounds really interesting - do you have any recommendations for further reading?