Variance and Convergence Analysis of Monte Carlo Line and Segment Sampling.
Gurprit SinghBailey MillerWojciech JaroszPublished in: Comput. Graph. Forum (2017)
Keyphrases
- monte carlo
- convergence analysis
- variance reduction
- adaptive sampling
- importance sampling
- global convergence
- monte carlo simulation
- markov chain
- optimality conditions
- convergence rate
- monte carlo methods
- markovian decision
- markov chain monte carlo
- monte carlo tree search
- quasi monte carlo
- point processes
- machine learning
- random sampling
- state space
- active learning