Amazon.com, Inc.
Configuring and deploying Monte Carlo simulation pipelines

Abstract:

Techniques for performing Monte Carlo simulations within a provider network are described. A request to perform a Monte Carlo simulation is received that specifies a template identifying input parameters to the simulation. The simulation is performed in one or more virtual machines (VMs) by sampling input values from an input data distribution stored at a first network location specified in the template and by processing the sampled input values using an input parameter specified in the template to form an output distribution that is stored at a second network location specified in the template. A statistic of the output distribution is generated and sent to an electronic device.