Fourier analysis of stochastic sampling strategies for assessing bias and variance in integration

DOI10.1145/2461912.2462013zbMath1305.68281OpenAlexW2144337074MaRDI QIDQ5174822

Jan Kautz, Kartic Subr

Publication date: 18 February 2015

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

Full work available at URL: https://doi.org/10.1145/2461912.2462013

zbMATH Keywords

Fourier analysisMonte Carlo samplingstochastic sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonnumerical algorithms (68W05) Computer graphics; computational geometry (digital and algorithmic aspects) (68U05) Numerical aspects of computer graphics, image analysis, and computational geometry (65D18) Numerical analysis or methods applied to Markov chains (65C40) Approximation algorithms (68W25)

Related Items (1)

Variance analysis for Monte Carlo integration

This page was built for publication: Fourier analysis of stochastic sampling strategies for assessing bias and variance in integration