More March Madness Monte Carlo style
You can download this post as a Juypter notebook here
MMMC the 2015 update¶
See the original blog post for details and history. Here's the short story: in my Statistical and Thermal Physics class, we want to use Monte Carlo simulations to generate brackets for March Madness. There are at least two obvious ways to go about this:
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Make some function that tells us the chance that team A beats team B, then flip coins for each matchup. That gets you one bracket. Repeat 100,000 times, collect statistics. This is the way Nate Silver's 538.com handles simulations for basketball, elections, etc, and I should probably implement it (note to self/motivated students: it's as easy as just generating 100,000 new brackets at a given temperature).
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Generate one bracket, then do a Monte-Carlo walk through bracket space. This is tougher. We have to figure out how to make a move in bracket space, which is part of the fun of Monte Carlo simulations in general. To see how this is done, check out the code in
Bracket.swap
andBrackets.simulate
.
As you can tell, we take option 2 above. I've made things a bit nicer from a user standpoint this year; here's a walkthrough. First, load up our standard IPython setup