Eli5: What is the Monte Carlo method?
In: Mathematics
Basically, it’s a way for computers to estimate the answer to a mathematical problem by taking a bunch of random samples.
For example, lets say you wanted to figure out the area of a circle. What you would do is draw a square around the circle that touches the edges and generate random points in that square. For each point, you calculate whether it is in the circle or not and then count the ones that are in the circle and not in the circle. If you generate enough samples, you should get that about 78.5% of the points are in the circle, so you can estimate that the area of the circle is 78.5% the area of the square.
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