Strata of Monte Carlo

Strata of Monte Carlo

This will be the final Monte Carlo related post for a while. Good job, really, I can’t keep coming up with titles! I am hoping this one will pull together some of the the themes nicely and show a really cool way of implementing MC integrations using a procedure...
Monte Carlo Integration: Fill the Space

Monte Carlo Integration: Fill the Space

When completing a Monte Carlo integration it makes a difference how much of the search space is occupied by the area under the curve to be integrated. The more the curve fills the space the fewer iterations are needed to complete the integration to a given accuracy.