Wednesday, 13 May 2020

Monte Carlo Integration


Monte Carlo Integration

I felt it as a complex topic when I wanted to check out, what it is. But the below video made it damn simple.

It has three components as stated below,
1. Arbitary Shapes for Integration
2. Random Samples which falls within curve and outside curve are taken.
3. As the sample increases to a larger number, we get to the result of Integration.



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