Monte Carlo simulation

https://www.youtube.com/watch?v=7ESK5SaP-bc 

Monte-carlo : Another term for 'random'

Monte-carlo simulation : randomly sample

 

Example) Average height of a human on planet Earth

Possible solution 1) Measure the height of every possible human on the Earth → impossible

sol 2) Randomly choose ("sample") sufficient number of people and approximate the true average;

👉🏻 By the statistical law, 'law of the large numbers', as the number of samples grow, it will more likely represent the true value

 

Usage) Calculating the light path in games

Impossible to take every possible light paths into account → randomly sample few paths; increase the sampling number to approximate real-world lighting