Monte Carlo integration

Known as: MISER algorithm, Monte Carlo quadrature, Monte-Carlo integration 
In mathematics, Monte Carlo integration is a technique for numerical integration using random numbers. It is a particular Monte Carlo method that… (More)
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Topic mentions per year

Topic mentions per year

1957-2018
0204019572017

Papers overview

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2016
2016
Quasi-Monte Carlo (QMC) methods are being adopted in statistical applications due to the increasingly challenging nature of… (More)
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2015
2015
We propose a new spectral analysis of the variance in Monte Carlo integration, expressed in terms of the power spectra of the… (More)
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2013
2013
* In this article we show the deep connections between discrepancy theory on the one hand and quasi-Monte Carlo integration on… (More)
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Highly Cited
2010
Highly Cited
2010
Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi–Monte Carlo methods… (More)
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2004
2004
The use of estimating equations has been a common approach for constructing Monte Carlo estimators. Recently, Kong et al… (More)
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Highly Cited
2003
Highly Cited
2003
Quasi-Monte Carlo (QMC) methods are successfully used for high-dimensional integrals arising in many applications. To understand… (More)
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Highly Cited
1998
Highly Cited
1998
Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N~^), is independent of… (More)
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Highly Cited
1996
Highly Cited
1996
In a distributed ray tracer, the sampling strategy is the crucial part of the direct lighting calculation. Monte Carlo… (More)
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Highly Cited
1995
Highly Cited
1995
Monte Carlo integration is a powerful technique for the evaluation of difficult integrals. Applications in rendering include… (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, a… (More)
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