Here's an idea for scaling up, which should result in "only" factor
of 10 slower speed.   To scale from 9x9 to 19x19, subdivide the
board into four, overlapping 10x10 boards.   Run a standard 9x9
monte carlo up to the 90% full stage on each of the four boards,
then run a full board monte on the whole board remaining.   

Treat the ovelapping stripes as edges in a slightly more sophisticated
way than usual, becuase you might be connecting to liberties by playing
in the stripe.

To avoid artifacts caused by the location of the overlaps: the number 
of zones, and the location of the stripes, is also subject to randomization.

It might be interesting to try this on a 9x9 board using a 5x5 zone 
to begin with.

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