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Combining/extending monte carlo simulation results

Emiel

I'm using ADE Assembler (IC6.1.7-64b.500.17).

I ran a monte carlo simulation and now I would like to extend the number of runs.

The way to go is probably to use the same seed, increase the 'first point' number with (at least) the number of simulations that already have been performed and run the simulation again.

But I'm not sure how to combine both results as to obtain a single distribution.

  • The only way of doing this right now is to use "Manual Tuning" run mode. You have to set the run mode to "Manual Tuning" and then hit the green run button. Then change the run mode to Monte Carlo, set up the first sequence of runs (start run and number of points) and hit the yellow run button. Then set the second sequence (the First Point should be the number of runs from the previous run + 1) and hit the yellow run button again, and so on. Note that to do this, you have to ensure that the Sampling Method is Random or Low Discrepancy Sequence; it cannot be Latin Hypercube (the results will not make sense if you use Latin Hypercube, because that needs to know the total number of points before  you start).

    However, a better approach rather than incrementally adding a few more points is to use the Yield Estimation modes, as these run enough points to reach a yield target with a certain confidence level. That's more statistically valid than just keeping running points until the results look good...

    Regards,

    Andrew. 

  • in reply to Andrew Beckett

    Thank you Andrew,

    That works.

    To be sure: it is therefore not (relatively easy) to extend a (mc) simulation that is previously simulated in the not tuning mode?

  • in reply to Emiel
    Emiel said:
    To be sure: it is therefore not (relatively easy) to extend a (mc) simulation that is previously simulated in the not tuning mode?

    No. This can't be done (it's not just that it's difficult - I don't know of a way to do it at all). You have to anticipate and run in tuning mode first, unfortunately. There's an enhancement request asking for the ability to do it a posteriori rather than a priori.

    Regards,

    Andrew.

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