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document common random numbers #49

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adolgert opened this issue Mar 28, 2024 · 3 comments
Open

document common random numbers #49

adolgert opened this issue Mar 28, 2024 · 3 comments
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@adolgert

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@adolgert
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There isn't much on usage of common random numbers.
@slwu89
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slwu89 commented Mar 30, 2024

What is the simplest possible example we could use to actually show variance reduction in practice of a crude Monte Carlo vs. Monte Carlo with CRN? It would be nice for a user to actually see this in practice.

@adolgert adolgert self-assigned this Mar 30, 2024
@adolgert
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Yup. That's a great idea. I just redid the way the CRN works. Let me think about an example. Can we make that a different PR, so we can merge this one after yours?

@slwu89
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slwu89 commented Mar 30, 2024

Yeah of course, let's work on this in a different PR.

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