Tagged Questions

2
votes
1answer
68 views

Randomly choose among N alternatives

I understand how to generate a random sequence of binary variables where 1 occurs with probability p and ...
4
votes
4answers
409 views

Simulated Annealing proof of convergence

I implemented downhill simplex simulated annealing algorithm. Algorithm is very hard to tune, w.r.t. parameters including cooling schedule, starting temperature... My first question is about ...
13
votes
4answers
635 views

Is Fortuna or Mersenne Twister preferable as an algorithmic RNG?

A recent answer mentioned the use of Fortuna or Mersenne Twister Random Number Generators (RNGs) to seed a Monte Carlo simulation. I hadn't heard of Fortuna before so I looked it up - looks like it is ...