> Monte-Carlo can and should be deterministic and repeatable. It’s a matter of correctly initializing you random number generators and providing a known/same random seed from run to run.
Perhaps if you use only single-threaded computation, you are interested in averages, and the processes you are interested in behave well and mostly linear.
But
- running code in parallel easily introduces non-determinism, even if your result computation is as simple as summing up results from different threads
- the processes one is examining might be highly non-linear - like lightning, weather forecasts, simulation of wildfires, and also epidemic simulations
- especially for all kind of safety research, you might actually be interested not only in averages, but in freak events, like "what is the likelihood that you have two or three hurricanes at the same time in the Gulf of Mexico", or "what happens if your nuclear plant gets struck by freak lightning in the first second of a power failure".
What should be reproducible are the conclusions you come to, not the hashed bits of program output.
> If you aren’t doing that, you aren’t running your Monte-
Carlo correctly. That’s a huge red flag.
No, it does not follow from that.