In mathematics, Monte Carlo integration is a technique for numerical integration using random numbers. It is a particular Monte Carlo method thatâ€¦Â (More)

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2016

2016

- Chris J. Oates, Mark A. Girolami
- AISTATS
- 2016

Quasi-Monte Carlo (QMC) methods are being adopted in statistical applications due to the increasingly challenging nature ofâ€¦Â (More)

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2015

2015

- Adrien Pilleboue, Gurprit Singh, David Coeurjolly, Michael M. Kazhdan, Victor Ostromoukhov
- ACM Trans. Graph.
- 2015

We propose a new spectral analysis of the variance in Monte Carlo integration, expressed in terms of the power spectra of theâ€¦Â (More)

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2013

2013

- Josef Dick
- 2013

* In this article we show the deep connections between discrepancy theory on the one hand and quasi-Monte Carlo integration onâ€¦Â (More)

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2010

Highly Cited

2010

Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasiâ€“Monte Carlo methodsâ€¦Â (More)

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2004

2004

- Zhiqiang Tan
- 2004

The use of estimating equations has been a common approach for constructing Monte Carlo estimators. Recently, Kong et alâ€¦Â (More)

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2003

Highly Cited

2003

- Xiaoqun Wang, Kai-Tai Fang
- J. Complexity
- 2003

Quasi-Monte Carlo (QMC) methods are successfully used for high-dimensional integrals arising in many applications. To understandâ€¦Â (More)

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1998

Highly Cited

1998

Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N~^), is independent ofâ€¦Â (More)

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1996

Highly Cited

1996

- Peter Shirley, Changyaw Wang, Kurt Zimmerman
- ACM Trans. Graph.
- 1996

In a distributed ray tracer, the sampling strategy is the crucial part of the direct lighting calculation. Monte Carloâ€¦Â (More)

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1995

Highly Cited

1995

- Eric Veach, Leonidas J. Guibas
- SIGGRAPH
- 1995

Monte Carlo integration is a powerful technique for the evaluation of difficult integrals. Applications in rendering includeâ€¦Â (More)

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1991

1991

The details of doing a Monte Carlo direct lighting calculation are presented. For direct lighting from multiple luminaires, aâ€¦Â (More)

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