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Hitting the Jackpot: The Birth of the Monte Carlo Method – LANL (2023)

91 pointsby ioblomov5 months ago

7 comments

palsecam5 months ago
&gt; <i>While playing solitaire to while away the time during rest, Ulam asked himself a straightforward question: what are the chances that a hand laid out with 52 cards will come out successfully? It is a deceptively challenging problem—there are around 8 × 10^67 ways to sort a deck of cards (a number approaching the estimated number of atoms in the observable universe).</i> He wondered if instead of applying pure combinatorial calculations, which would be monstrously difficult, he could simply lay out the cards one hundred times and count the number of successful plays. <i>Implicit was the assumption that each play started with randomized conditions.</i><p>Indeed, the best “results”, to this day, are still approximations based on brute-forcing a huge number of deals (aka, using Monte-Carlo.)<p><i>“The probability of being able to win a game of Klondike [Solitaire] with best-possible play is not known, and the</i> inability of theoreticians to precisely calculate these odds <i>has been referred to by mathematician Persi Diaconis as &quot;one of the embarrassments of applied probability&quot;” </i>— <a href="https:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Klondike_(solitaire)#Probability_of_winning" rel="nofollow">https:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Klondike_(solitaire)#Probabili...</a><p><i>“Here we show that a single general purpose Artificial Intelligence program, called “Solvitaire”, can be used to determine the winnability percentage of 45 different single-player card games with a 95% confidence interval of ± 0.1% or better. For example, we report the winnability of Klondike as 81.956% ± 0.096%”</i> — <a href="https:&#x2F;&#x2F;arxiv.org&#x2F;pdf&#x2F;1906.12314v3" rel="nofollow">https:&#x2F;&#x2F;arxiv.org&#x2F;pdf&#x2F;1906.12314v3</a> (2019)<p>More on HN here: <a href="https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=42372083">https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=42372083</a>
szvsw5 months ago
I always completely forget that the metropolis-hastings algorithm is named after someone whose last name is actually Metropolis.<p>It never ceases to amaze me what an environment Los Alamos was for producing so much foundational research.
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cosmic_quanta5 months ago
I&#x27;m currently going through the Statistical Rethinking [0] class on Bayesian statistics, and it reminded me that Bayesian statistics&#x27; renaissance was basically thanks to Monte Carlo methods. Such methods can approximate posterior distributions that are often extremely difficult to calculate analytically.<p>[0] <a href="https:&#x2F;&#x2F;github.com&#x2F;rmcelreath&#x2F;stat_rethinking_2023">https:&#x2F;&#x2F;github.com&#x2F;rmcelreath&#x2F;stat_rethinking_2023</a>
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6d6b735 months ago
&quot;He would not even agree to being classified as a mathematician.&quot; That&#x27;s a weird thing to write about someone who wrote an autobiography called &quot;Adventures of a Mathematician&quot;.
cafard5 months ago
It has been a while since I read memoir, but as I recall he came to the US in 1939 to take up an appointment, not as fleeing anything.
magic_smoke_ee5 months ago
Used widely in a nuclear engineering reactor simulator that was essentially a quadruple integral finite-element analysis program based on MC.
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macshome5 months ago
Are most of the images on that page missing or is it just me?
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