What is Monte Carlo?
HTML-код
- Опубликовано: 8 июл 2016
- Here's a video describing programming magic: Monte Carlo integration!
It's a super cool algorithm that is used all the time (in physics at least), so it was good to cover it here. We'll have more algorithms coming up, so be sure to check them out as they come along!
Information on the Batman Curve:
mathworld.wolfram.com/BatmanCu...
math.stackexchange.com/questio...
I also did a small write-up on integrating the Batman Curve:
leios.github.io/Batman_Montecarlo
As always, the simulations were done live on:
/ leioslabs
/ @leioslabslive
Feel free to follow me on Twitter!
The code is available here:
github.com/leios/simuleios/bl...
And the music is from Josh Woodward (sped up 1.5 times):
www.joshwoodward.com/
Thanks for watching!
Also, discord:
/ discord 
Наука
Since making this video, we have created a new project called the Algorithm Archive and have added a chapter on Monte Carlo: www.algorithm-archive.org/chapters/monte_carlo/monte_carlo.html
Please go there for information on how to code this up yourself!
Thank you sir
this is the best mathematical education video I ever saw,short,simple,no overcomplicated shit,just straight to the point
That is exactly how I want the videos to be: As short as possible while still conveying the point. It takes forever to make 3 minutes of content, but that's alright.
Yolo Fapper Monte Carlo
Totally!
After wasting an hour trying to understand an algorithm that shouldnt take more than 3 minutes to understand, I finally came across your video. You explained it perfectly. Thanks a lot
I'm glad it was helpful! =)
Einstein once said "If you can't explain it to a 6 year old kid, your education about that topic in incomplete".
Great explanation
Einstein himself couldn't make understand scientists the Theory of relativity let alone a 6 years old kid.
@@phythematics2188 Lol.
I've been running through all youtube videos about his topic for hours and even the professor from MIT didn't answer my question. You are brilliant
Keep it up, you will hit youtube fame soon. Probably one of the best educators out there.
Thanks! I really appreciate it!
Alright! New video about Monte Carlo!
This one was super fun to make (live on: www.twitch.tv/simuleios), especially the batman integration!
Let me know what you think / if you have any comments, questions or concerns!
Thanks for being awesome guys!
Monte Carlo methods are also very handy in game theory where it is easy to state the game rules, yet hard to precisely calculate the probability to win.
I was so scared that this video would be too complicated. Thank you so much for making it simple.
This is one of the best explanations for Monte Carlo I have found. Good job, James!
Concise+informative+to the point+easy example = My subscription!
You earned a sub today, keep up these vids (along with algorithms) :D
Very Nice. This is first time I understood Monte Carlo method clearly. Thanks for the video
This is the best explanation of anything I've ever seen on youtube. Thank you!
This channel is gonna touch the skies! I am happy that I am such an early subscriber!
this is the coolest algorithm videos I've ever seen, better than most stuff in my uni
Short, simple, clear. Wow! Great video! I finally understand Monte Carlo simulations!
Yeah, it's crazy how random numbers can be so useful!
This is an excellent explanation of a complex concept. I was glued to the video and understood every word. I wish I had you for my teacher when I was younger. I subscribed to your channel. I now want to learn everything you teach even if it just for fun. Its rare to find a teacher that explais a concpet to the core in a way that a layman understands.
It's amazing how many modern application use Monte Carlo! Great introduction video :D
A lots of thanks for giving a valuable information.Please keep going on to do more and more videos with your amazing information.
Awesome explanation! Finaly some non-boring video for numeric methods! :)
haha, I'm glad you liked it! I actually really like Monte Carlo. It was one of the first integration methods I learned and really helped me understand integration.
My grandfathers research on Monte Carlo numbers was actually pretty important. Look up Martin J Berger, his world is all available online and his obituary is achieved by the Washington post, is available through a simple search. I’m so proud of him.
This is an amazing explanation. Thank you!
This is the best explanation I've seen on Monte Carlo so far
Never seen a better explanation on anything, ever. Amazing videos, just found your channel :)
I'm glad it was useful! =)
Best Monte Carlo advertisement I've ever seen. The slogan @ 3:26 is great
I like my videos to advertise algorithms. It's better to motivate people to learn.
you are amazing, and also very vivid ways to tell others the simulation process.
Awesome! The only video, that can deliver 4 minute content in around 4 minutes (and not 10, 20 or 50, like the other videos)
you are going places my dude, keep it coming!
Dude, you explained such a concept in 3 minutes. That was amazing!
I'm glad it was helpful!
Thank you. Searching for so many sites but here I cleared my conception :)
This is absolutely brilliant ! What a simple and short explanation ! Thankyou so much
Great Video! After a one semester course on computational science and still not quite getting what this was all about your video really cleared things up! Thank you!
Woo! I'm glad it was helpful! =)
Very concise and straightforward explanation of monte carlo integration. Thank you
This is the best explanation on the internet, thanks a lot!!
I'm glad it was helpful!
The Batman example showed how to use Monte Carlo methods to find the area of a complex domain. More generally, we can think of integrating f(x) * p(x) where p(x) is a probability distribution. In your example f(x) is the indicator function of the batman logo and p(x) is the uniform distribution on the ellipse. But we could also extend this to something more complicated e.g. if f(x) = x and p(x) is the uniform distribution over the logo itself, we can find the center of mass of the logo. Or, if p(x) is not a uniform distribution, we can use importance sampling or Markov Chain Monte Carlo methods to compute the expected value of a function of a random variable. (commenting for other viewers - as a physicist I guess you already know this)
Yeah. I want to cover some of this stuff in the future soon (tm)!
Greatest explanation of Monte Carlo I've ever seen!
I'm glad you found it useful!
Very much liked it....explained the complex definition very simply ...keep up the good work! :)
I'm super glad it was useful! =)
Omg i just discover your videos and they’re amazing, thanks for share.
An excellent excellent video, excellent explanation. Both liked and subscribed.
You conveyed the point very clearly.
Short, sweet & amazing!
Wow, you did that in less than 4 minutes. Bravo!
omg!! dude you are definitely one of them! a rare bread of human beings who know how to explain things really well, congrats! (clapping)
Haha, I'm glad you like the content! =)
Let me know if you have any questions!
I most certainly will ..
I was out there reading papers and falling sleep. You saved my day. Simply and elegant ~~~
I'm glad you liked it! When I saw this for the first time, I thought it was magic!
Nice video!. the explanation was easy and understandable.
thank you so much for explaining so well and concisely to beginners like us!
I'm glad it helped! =)
Simple, elegant and impactful!
Amazing explanation! Subscribed :)
I've always wanted to integrate odd shapes into a shooter videogame, for shotgun chokes.
Maybe percent-error per shot can be used for boosting the unlucky shots, or the area-of-circumscribed-shape can be used to find the effectiveness of a shotgun choke, so the better ones cost more in a borderlands-style procgen.
Also sometimes your videos make certain terms like integral wayyy less scary for someone like me, who has a lot of math left on their plate following high school and dropping college once. It's hard getting back into crowded class and math is totally smthn I don't want to fail. Ty
I'm happy this was useful! I'm interested to see how you work this out for your game. It could be really cool!
This is exactly what I was looking for! thanks :)
Thanks a lot bro;Atlast I've found the platform for visualizing the concepts clear.Keep it up..
I'm glad it was useful! I've been trying to get more videos out, but with work and everything, it takes a little longer then I'd like...
Really nice! Easy to understand!
great, easy, and fast explanation. exactly what I needed :))
Thank you.
Great to hear!
This was really cool. You explained it so nicely. Gracias :)
And that's another precious way of calculating pi :D
A thorough explanation. Thanks!!
Many thanks Sir, you made as easy as could have been possible, I was watching MIT 's course for 55 min wasn't that clear as you were
I made a long research to understand this topic and I can't reach to the nut...
your video is very helpful , it summarise whole idea in simple concepts, thanx for ur efforts
Yeah, there are a lot of concepts that seem super complicated at first glance, but are much easier after you get used to them a little.
You're one of the few that don't say 'click like and subscribe'. Its because you don't need to because you're stuff is good. Hitting that subscribe button now.
Ah, thanks man! I don't tell people to like and subscribe because I hate watching people who say that. People know what to do. I don't need / want to tell them. I would honestly feel bad if people only subscribed to me because I told them to.
Very nicely done!
Glad it was helpful!
concise and entertaining. thanks!
Thank you for making this video!!
Sir, I hope you read this comment. You are brilliant and kind. GOD bless You! Keep educating us like this Sir!
Very nice Explanation ! Thanks a lot!
Thanks! I am glad it was useful!
Great Explaination!
I understand exactly about Monte Carlo calculation after seeing this video..many thanks!!
Great! I am glad it was helpful! =)
Great explanation, thanks!
You sir should have more subs. The presentation of the concepts is super intuitive and easy to absorb thanks to the proper and simple explanations provided unlike the majority of college professors who unnecessarily complicate the matter due to their inadequate teaching skills. Sometimes I think that they became professors simply because they held 'PhDs'.
I've seen the other videos of yours too. It'd be amazing if you were a professor. We need more people who teach in such simple and intuitive ways.
Honestly, I would love to be a professor. It's one of my dream jobs!
Nice video. I'm surprised it doesn't have more views
Thank you for this great video. I will read more about it.
Thank you so much. You explained it with simplicity.
Well done! You are a great teacher.
I'm glad you found it useful!
I just want to thank you for this great video. Also, I took sometime to visit the Arcane Algorithm Archive, very nice work!! Congratulation!!
hey there, thanks for this awesome work, i just wanna ask what is the software you used to make the simulation in the video?
Very well done
Great explanation! Thank you!
Very well explained the Jargon.
I'm glad it was useful!
I should've found this video several hours ago! Nice!
I'm glad it was helpful!
Amazing video! ^^
Oh my god awesome video!
very nice explanation, appreciated..
I'm glad it was helpful!
At last I understood monte carlo simulation. Thanks :)
I'm glad it was helpful!
2 sec of this vid and u got a new suscriber !
Excellent!
Simply AWESOME
Yeah, batman took a while...
Brilliant!
I love this!!!!!
i am soooo thankful
Awesome Explanation .. Thank you so much
I'm glad it was useful!
Very well explained :)
Thanks! The point is to provide quick, intuitive descriptions of things.
short and awesome
Thanks a lot . Nicely explained
I'm glad it was useful!
Thank you! Liked and subbed
Thank you so much for this explanation. your student from Algeria
Thank you so much sir!!
I used monte carlo integration in my masters thesis to approximate the volume contained in a specific electron density of a molecule.
Advantage: You can get decent accuracy in a small amount of time.
Disadvantage: If you need highly accurate values, it scales very poorly. To halve the area requires a squared number of points.
Tesselation is better in pretty much every way
you are a hero :)
Cool Video, Thank you :)
very useful thank you!