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Assignment 6 Monte Carlo simulation

CECS 451
Assignment 6
Total: 54 Points
General Instruction
• Submit your work in the Dropbox folder via BeachBoard (Not email or in class).
• Submit the separate files as they are. (no zip file)
1. (10 points) Implement a program to compute π value using Monte Carlo simulation
method. Use Python 3 and the name pi.py
(a) The program should generate n points to compute π for n ∈ {103
, 104
, 105
, 106}.
(b) You can use math.pi to compute error rates.
(c) Please follow the output format. (Fix precisions using "0:.nf".format)
n = 10 ^ 3 pi = 3.096000 error = 1.4513 %
n = 10 ^ 4 pi = 3.136800 error = 0.1526 %
n = 10 ^ 5 pi = 3.145280 error = 0.1174 %
n = 10 ^ 6 pi = 3.140568 error = 0.0326 %
2. Consider Figure 1, and implement a program to answer the query P~ (C|¬s, w) by using
Gibbs (MCMC) sampling. The program should generate 1, 000, 000 samples to estimate
the probability. Use Python 3 and the name gibbs.py
(a) (8 points) Show P~ (C|¬s, r), P~ (C|¬s, ¬r), P~ (R|c, ¬s, w), P~ (R|¬c, ¬s, w).
(b) (16 points) Show the transition probability matrix Q ∈ R
4×4 where
qij = transition probability from Si to Sj
in Figure 2.
(c) (20 points) Show the probability of the query P~ (C|¬s, w)
(d) Please follow the output format. (Fix precisions using "0:.nf".format)
Part A. The sampling probabilities
P(C|-s,r) = <..., ...
P(C|-s,-r) = <..., ...
P(R|c,-s,w) = <..., ...
P(R|-c,-s,w) = <..., ...
Part B. The transition probability matrix
S1 S2 S3 S4
S1 . . . .
S2 . . . .
S3 . . . .
S4 . . . .
Part C. The probability for the query
P(C|-s,w) = <..., ...
CECS 451 Assignment 6 - Page 2 of 2
Figure 1: A multiply connected network with conditional probability tables
Figure 2: Possible states diagram

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