Variance analysis for Monte Carlo integration

DOI10.1145/2766930zbMath1334.68265OpenAlexW1969253908MaRDI QIDQ2802355

David Coeurjolly, Michael Kazhdan, Gurprit Singh, Adrien Pilleboue, Victor Ostromoukhov

Publication date: 25 April 2016

Published in: ACM Transactions on Graphics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2766930

zbMATH Keywords

Fourier analysisspherical harmonicsMonte Carlo integrationglobal illuminationstochastic sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computer graphics; computational geometry (digital and algorithmic aspects) (68U05) Numerical aspects of computer graphics, image analysis, and computational geometry (65D18) Numerical methods for discrete and fast Fourier transforms (65T50) Numerical integration (65D30)

Related Items

On estimating the structure factor of a point process, with applications to hyperuniformity

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Monte Carlo and quasi-Monte Carlo sampling
• Numerical Integration on the Sphere
• QMC designs: Optimal order Quasi Monte Carlo integration schemes on the sphere
• Equidistribution on the Sphere
• A Novel Sampling Theorem on the Sphere
• Fourier analysis of stochastic sampling strategies for assessing bias and variance in integration
• Blue noise sampling with controlled aliasing
• Computational aspects of Cui-Freeden statistics for equidistribution on the sphere
• Mean square decay of Fourier transforms in Euclidean and non Euclidean spaces

This page was built for publication: Variance analysis for Monte Carlo integration