Globally adaptive control variate for robust numerical integration

DOI10.1137/130937846MaRDI QIDQ6486752zbMATH OpenOpenAlexFDO

Authors Anthony Pajot, Loïc Barthe, Mathias Paulin, Anthony Pajot, Mathias Paulin

Publication date 17 November 2014

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/130937846

zbMATH Keywords

simulationnumerical integrationmodelingnumerical testcomputer graphicsadaptive Monte Carlo methodsMonte Carlo estimationnonsingular integralglobally adaptive subdivision

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical aspects of computer graphics, image analysis, and computational geometry (65D18)

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