A Survey of Monte Carlo Tree Search Methods

Monte Carlo tree search (MCTS) is a recently proposed search method that combines the precision of tree search with the generality of random sampling. It has received considerable interest due to its spectacular success in the difficult problem of computer Go, but has also proved beneficial in a range of other domains. This paper is a survey of the literature to date, intended to provide a snapshot of the state of the art after the first five years of MCTS research. We outline the core algorithm's derivation, impart some structure on the many variations and enhancements that have been proposed, and summarize the results from the key game and nongame domains to which MCTS methods have been applied. A number of open research questions indicate that the field is ripe for future work

Exploiting smallest error to calibrate non-linearity in SAR ADCs

This paper presents a statistics-optimised organisation technique to achieve better element matching in Successive Approximation Register (SAR) Analog-to-Digital Converter (ADC) in smart sensor systems. We demonstrate the proposed technique ability to achieve a significant improvement of around 23 dB on Spurious Free Dynamic Range (SFDR) of the ADC than the conventional, testing with a capacitor mismatch σu = 0.2% in a 14 bit SAR ADC system. For the static performance, the max root mean square (rms) value of differential nonlinearity (DNL) reduces from 1.63 to 0.20 LSB and the max rms value of integral nonlinearity (INL) reduces from 2.10 to 0.21 LSB. In addition, it is demonstrated that by applying grouping optimisation and strategy optimisation, the performance boosting on SFDR can be effectively achieved. Such great improvement on the resolution of the ADC only requires an off-line pre-processing digital part

Janus II: a new generation application-driven computer for spin-system simulations

This paper describes the architecture, the development and the implementation of Janus II, a new generation application-driven number cruncher optimized for Monte Carlo simulations of spin systems (mainly spin glasses). This domain of computational physics is a recognized grand challenge of high-performance computing: the resources necessary to study in detail theoretical models that can make contact with experimental data are by far beyond those available using commodity computer systems. On the other hand, several specific features of the associated algorithms suggest that unconventional computer architectures, which can be implemented with available electronics technologies, may lead to order of magnitude increases in performance, reducing to acceptable values on human scales the time needed to carry out simulation campaigns that would take centuries on commercially available machines. Janus II is one such machine, recently developed and commissioned, that builds upon and improves on the successful JANUS machine, which has been used for physics since 2008 and is still in operation today. This paper describes in detail the motivations behind the project, the computational requirements, the architecture and the implementation of this new machine and compares its expected performances with those of currently available commercial systems.Comment: 28 pages, 6 figure

Vector computers, Monte Carlo simulation, and regression analysis: An introduction (Version 2)

Monte Carlo Technique;Supercomputer;computer science

Investigation of Air Transportation Technology at Princeton University, 1989-1990

The Air Transportation Technology Program at Princeton University proceeded along six avenues during the past year: microburst hazards to aircraft; machine-intelligent, fault tolerant flight control; computer aided heuristics for piloted flight; stochastic robustness for flight control systems; neural networks for flight control; and computer aided control system design. These topics are briefly discussed, and an annotated bibliography of publications that appeared between January 1989 and June 1990 is given

Variance Reduction Techniques in Monte Carlo Methods

Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the introduction of computers. This increased computer power has stimulated simulation analysts to develop ever more realistic models, so that the net result has not been faster execution of simulation experiments; e.g., some modern simulation models need hours or days for a single ’run’ (one replication of one scenario or combination of simulation input values). Moreover there are some simulation models that represent rare events which have extremely small probabilities of occurrence), so even modern computer would take ’for ever’ (centuries) to execute a single run - were it not that special VRT can reduce theses excessively long runtimes to practical magnitudes.common random numbers;antithetic random numbers;importance sampling;control variates;conditioning;stratied sampling;splitting;quasi Monte Carlo

Moments of spectral functions: Monte Carlo evaluation and verification

The subject of the present study is the Monte Carlo path-integral evaluation of the moments of spectral functions. Such moments can be computed by formal differentiation of certain estimating functionals that are infinitely-differentiable against time whenever the potential function is arbitrarily smooth. Here, I demonstrate that the numerical differentiation of the estimating functionals can be more successfully implemented by means of pseudospectral methods (e.g., exact differentiation of a Chebyshev polynomial interpolant), which utilize information from the entire interval $(-\beta \hbar / 2, \beta \hbar/2)$. The algorithmic detail that leads to robust numerical approximations is the fact that the path integral action and not the actual estimating functional are interpolated. Although the resulting approximation to the estimating functional is non-linear, the derivatives can be computed from it in a fast and stable way by contour integration in the complex plane, with the help of the Cauchy integral formula (e.g., by Lyness' method). An interesting aspect of the present development is that Hamburger's conditions for a finite sequence of numbers to be a moment sequence provide the necessary and sufficient criteria for the computed data to be compatible with the existence of an inversion algorithm. Finally, the issue of appearance of the sign problem in the computation of moments, albeit in a milder form than for other quantities, is addressed.Comment: 13 pages, 2 figure