Globally adaptive control variate for robust numerical integration

DOI10.1137/130937846zbMATH Open1303.65008OpenAlexW2047265585MaRDI QIDQ6486752FDOQ6486752

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

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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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