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Harrison Department of Radiology, University of Washington Medical Center, 1959 Pacific NE â RR215, Box 357987, Seattle, Washington 98195, USA Robert L.

Harrison, Department of Radiology, University of Washington Medical Center, 1959 Pacific NE â RR215, Box 357987, Seattle, Washington 98195, USA; This paper reviews the history and principles of Monte Carlo simulation, emphasizing techniques commonly used in the simulation of medical imaging.

Introduction Monte Carlo simulation uses random sampling and statistical modeling to estimate mathematical functions and mimic the operations of complex systems.

This paper gives an overview of its history and uses, followed by a general description of the Monte Carlo method, discussion of random number generators, and brief survey of the methods used to sample from random distributions, including the uniform, exponential, normal, and Poisson distributions.

Seems unlikely â after all, they're random.

However, it is somewhat counterintuitive to think that flipping the coin millions, billions or trillions of times could give us insight into what is happening in a nuclear reactor, into tomorrow's weather, or into our current recession.

And yet Monte Carlo simulation, which is, essentially, a series of coin flips, is used to explore these areas and many, many more.

The idea of using randomness in a determinative manner was revolutionary.

It can be traced back at least to the eighteenth century, to Georges Louis LeClerc, Comte de Buffon 1707-1788an influential French scientist.

He tested this by tossing baguettes over his shoulder onto a tile floor.

There are websites that will perform this experiment for you, e.

Some consider LeClerc's experiment the first instance of Monte Carlo simulation.

In the nineteenth and early twentieth centuries, simulation was increasingly used as click experimental means of confirming theory, analyzing data, or supplementing intuition in mathematical statistics.

De Forest 1834-1888used a specially labeled card deck to develop and test a method of smoothing mortality tables; G.

Darwin 1845-1912; Charles Darwin's son used a spinner in an algorithm to smooth curves; F.

Darwin's nephew described a general simulation method using modified dice to generate a normal distribution; and W.

Gosset 1876-1937 used labeled cards to help develop and test the t-test under the penname A.

Studenta means of testing the statistical significance of the difference between two sample means.

The early simulations dealt with previously understood deterministic problems.

This form of simulation was first developed and used systematically during the Manhattan Project, the American World War II effort to develop nuclear weapons.

John von Neumann and Stanislaw Ulam suggested it to investigate properties of neutron travel through radiation shielding, and named the method after the Monte Carlo Casino in Monaco.

They, along with others, used simulation for many other nuclear weapon problems and established most of the fundamental methods of Monte Carlo simulation.

Monte Carlo simulation is now a much-used scientific tool for problems that are analytically intractable and for which experimentation is too time-consuming, costly, or impractical.

Researchers explore complex systems, examine quantities that are hidden in experiments, and easily repeat or modify experiments.

Simulation also has disadvantages: it can require huge computing resources; it doesn't give exact solutions; results are only as good as the model and inputs used; and simulation software, like any software, is prone to bugs.

Some feel it is overused, that people take it as a lazy way out, instead of analytical or experimental approaches.

Analytic and experimental alternatives should be considered before committing to simulation.

Defining The Model In the case of Buffon's Needle, the model is based on a proof that shows the probability of the needle intersecting a line.

To model the system one needs probability density functions for random positions in the lined space and random angles for the needle.

It is a very simple simulation.

Another paper in this volume, Monte Carlo Simulation Of Emission Tomography And Other Radiation-Based Medical Imaging Techniques, describes a more complicated model used to simulate emission tomography.

The outputs are key.

What questions are we trying to answer?

In addition to the desired outputs, the computing power available is often important in determining the inputs.

For the most accurate weather simulation one would simulate all the interactions down to the subatomic level, but this is clearly far beyond both our computational capabilities and our ability to measure the inputs.

Instead, weather simulations use fluid dynamics and thermodynamics, and the inputs are measured weather conditions at many locations around the globe.

In the past several decades, weather simulations have gone from being useless for weather prediction too slow, too imprecise to being regularly used for forecasting as computers have gotten faster click inputs have become more exact more weather measurement stations and increasing ability to measure conditions at multiple points vertically.

Researchers see quite clearly the limits that input measurements place on their prediction abilities, as forecasts in areas in the middle of densely sampled regions lots of weather stations, satellites, balloons, etc.

The final step in defining the model is determining how to process the inputs to generate the outputs.

This is done deterministically in some simulations, casino monte carlo monaco wikipedia instance a weather simulation given the same inputs might always produce the same forecast.

However, a Monte Carlo simulation always involves an element of randomness, often at many points in the model.

In the weather simulation, one might include some randomness to account for the measurement error in the inputs; and the temperature, wind, and precipitation forecast for a given area might be time series for which each point is a random function of both the measurements and casino monte carlo monaco wikipedia time point forecasts in nearby areas.

By running a Monte Carlo forecast multiple times, one could determine the variability of the forecast for the measured inputs.

Sampling From Probability Density Functions PDFs At the base of a Monte Casino monte carlo monaco wikipedia simulation are the PDFs, functions that define the casino monte carlo monaco wikipedia of possibilities and the relative probability of those possibilities for a given step in the simulation.

A PDF must be a non-negative real-valued function, and its integral over its range must be 1.

For example, the PDF for the distance a photon will travel before interacting in an emission tomography simulation has a range of 0 to infinity; the probability for each distance is given by an exponential distribution, discussed below.

For sampling purposes we often use the cumulative distribution function CDFwhich is defined as an integral of the PDF, for the uniform distribution: Random Number Generators RNGs How can a computer generate a random number?

In general they don't.

There are sources of truly random numbers, e.

However, good ways have been found to generate pseudo-random numbers, with the advantage that sequences can be reproduced when testing or debugging.

A pseudo-random number generator, usually called an RNG with the pseudo left outis a deterministic computer algorithm that produces a series of numbers that shares many of the characteristics of truly random samples.

Most RNGs uniformly sample positive integer values between 0 and N.

Most RNGs allow N to be large enough that the double precision numbers between 0 and 1 are quite uniformly sampled using this method.

A very common RNG is the linear congruential generator LCG.

It is easy to understand and implement.

Given the n th sample, I n, the next sample is 3 where a, c, and m must be carefully chosen for best performance.

However, LCG is an older generator that even with the best choice of these constants doesn't do well on many tests in the Diehard suite or similar tests.

Sampling From The Exponential Distribution Using The Inversion Method The inversion method is one method to casino paris mistinguette a uniform distribution sample to a sample from another distribution.

We'll demonstrate using the exponential distribution.

This distribution is very useful; it is, for instance, the distribution for the time between decays in a radioactive sample or the distance a photon travels before an interaction in a uniform medium.

https://cetsolarstore.com/casino/casino-7-sultans.html PDF of the exponential distribution is Sampling The Exponential Click to see more />It is an exact sampling method, not an approximation.

Its main disadvantage is that it requires two uniform random number samples for each sample in the target simulation.

On average the method requires c iterations steps 2-5 to produce a sample.

One can also sample from a distribution that approximates the desired distribution, for instance a piecewise-linear approximation.

Such approximations descarga juegos gratis de casino require a table lookup and an interpolation, and correctly implemented can be one casino monte carlo monaco wikipedia the fastest sampling methods.

However, the approximation will add bias.

If necessary, this bias can be removed by combining the approximation with the acceptance-rejection method, though the extra random number sample will negate any speed advantage in most cases.

Sampling From The Normal and Poisson Distributions Two other PDFs that show up in many simulations are the normal and Poisson distributions.

The normal distribution also known as a Gaussian or bell curve is often used to approximate distributions when the true distribution is not known.

This is not necessarily unjustified.

An important statistical theorem, the central limit casino monte carlo monaco wikipedia, states that in the limit, a sum of independent random variables is approximately normally distributed.

The PDF of the normal distribution is 7 where the parameters ÎŒ and Ï give the mean and standard deviation respectively.

The CDF of the normal distribution is an invertible, but complicated function.

As casino monte carlo monaco wikipedia result, the inversion method is slow and is not usually used for sampling.

Fast acceptance-rejection algorithms have been developed, and are available in most numerical computing environments and libraries e.

The Poisson distribution is a discrete distribution, with non-negative integer values.

It gives the probability for how many events will occur in a fixed period if they occur randomly at known average rate, e.

The lines between the points are for clarity only; the PMF is a function of the non-negative integers only.

The Poisson distribution is related to the exponential distribution, which gives the time between events that occur at a fixed rate.

The exponential distribution can be used to sample from the Poisson distribution: sample repeatedly from the exponential distribution until the sum of the samples is greater than the Poisson distribution's time period.

The Poisson distribution sample is the number of exponential samples minus one.

This is not a quick way to generate a sample, however.

As with the normal distribution, we suggest that you use a library function.

Tallying Simulation Results The final step of a simulation is to track the results.

In general, Monte Carlo simulations repeat the same processes over and over, producing a series of events.

The events are then recorded by their properties.

For an example, see the paper Monte Carlo Simulation Of Emission Tomography And Other Radiation-Based Medical Imaging Techniques, also in this volume.

Summary Monte Carlo simulation is a key tool for studying analytically intractable problems.

Its history dates back to the eighteenth century, but it came into its modern form in the push to develop nuclear weapons during World War II.

Each sample will require one or more random numbers, and may require converting a uniform random number into a sample from another distribution using the inversion or acceptance-rejection methods.

Burger EB, Starbird MP.

The Heart of Mathematics: an Invitation to Effective Thinking.

New York: Springer-Verlag; 2005.

Statistics on the table: the history of statistical concepts and methods.

Cambridge, Massachusetts: Harvard University Press; 2002.

L'Ecuyer P, Simard R.

TestU01: A C Library for Empirical Testing of Random Number Generators.

ACM Trans Mathem Softw.

Press WH, et al.

Numerical Recipes In C: The Art Of Casino monte carlo monaco wikipedia Computing.

Cambridge: Cambridge University Press; 1992.

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