CODEWITHSUNDEEP
montecarlo
Santi Peñate-Vera
Santi Peñate-Vera

Reputation: 1186

monitor progress in a Monte Carlo algorithm

I am making a Monte Carlo algorithm and I want to display its progress in a progress bar (values from 0% to 100%)

My initial thought is to compare the standard deviation generated by the algorithm with the solution tolerance specified.

like

progress = 100 * specified_tolerance / standard_deviation

However I wonder if there is something better, or if my approach has some pitfall.

[EDIT] A sample picture of the simulations I'm making: enter image description here

Thanks

Upvotes: 1

Views: 109

Answers (1)

Severin Pappadeux
Severin Pappadeux

Reputation: 20130

Well, problem, I think, with your solution is that std.dev is going down as inverse square root of N (number of events generated), and assuming that N is proportional to simulation time, your scale would behave like

progress = C * sqrt(t)

which is quite unnatural if you ask me

I would redo scale to be linear, which means dealing with squared sigma (or variance)

UPDATE

thinking about it, I would do both. Typically you have green/blue bar and some numbers displaying % on top of that. I would separate the two indicators, and make progress bar linear (dealing with variance), but percent display dealing with std.dev and therefore, being sqrt(). It would look a bit weird, but might be the best of two worlds

Upvotes: 2

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