Problem 179. Monte-Carlo integration

Created by Tomasz

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180 Solutions
33 Solvers

Last Solution submitted on Aug 15, 2021

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5 Comments

5 Comments

Show 2 older comments

the cyclist on 1 Feb 2012

I'm confused by the 3rd test case. Can the integral inside an n-dimensional hypercube really be greater than 1?

the cyclist on 1 Feb 2012

In my comment, I mean an n-dimensional UNIT hypercube, which is what you integration limits impose.

Tomasz on 1 Feb 2012

Of course. It depends on the integrand. Even in 1d, if the integrand is e.g. 10x, the result will be 5.

the cyclist on 1 Feb 2012

I was confused. Thanks for clarifying.

David Verrelli on 1 Jul 2018

I found it helpful to think about the problem as involving d+1 dimensions: the d dimensions of the input variables, and one more dimension for the (scalar) output variable. —DIV

Solution Comments

Solution 2906932

1 Comment

1 Comment

Muhammet Fatih isik on 14 May 2021

Hi sir, could u share ur solution with me cause I attempt nearly 50 times and still ain't got to complate. I don't know where is the problem and it's frustrating.

Solution 556220

3 Comments

3 Comments

David Verrelli on 2 Jul 2018

Innovative, but a bit risky/lucky: roughly a 20–30% risk of failing the Test Suite, by my estimation [see Solutions 1572717–1572721, and Solution 1572713; cf. Solution 1572418].

Tomasz on 3 Jul 2018

Since the Monte-Carlo errors decrease proportionally to 1/sqrt(N), where N is the number of random numbers, you should always be able to choose a large enough N to nearly always pass the tests. This is only limited by the execution-time limit that cody enforces.

David Verrelli on 27 Jun 2019

I agree that it is possible to choose N in such a way as to be practically guaranteed to pass the Test Suite. My point is that in this submission (and BTW also in Solution 188645) N has been chosen smaller than that, and so some luck was needed for this submission to pass — there was a significant risk that it could have failed.

Solution 16892

2 Comments

2 Comments

@bmtran (Bryant Tran) on 30 Jan 2012

just found this "cheat". don't hate! I've reported it to TMW

Tomasz on 30 Jan 2012

I adjusted the test suite, thanks for the hint...

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Problem 179. Monte-Carlo integration

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