Tag: monte-carlo
Concepts
Interview Questions
- Monte Carlo integration of a smooth function
- Estimate e by summing uniforms past 1
- Estimate the probability three uniforms sum below one
- Cut Monte Carlo variance with antithetic pairs
- Estimate pi by Monte Carlo
- Gambler's ruin with a biased coin
- How many packs to complete the sticker album?
- Expected flips to see two heads in a row
- The drunkard near the cliff
- Expected exit time of a random walk
- Pick one uniformly random item from a stream
- Reservoir sampling from a stream