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61
Derive the formula for Monte Carlo Integration! When does MCI converge fast?
Given: values 
distributed according to 
and samples of a function
: 
The more
, the smaller the variance of the quotient
,
thus MCI converges faster.
distributed according to and samples of a function
: The more
, the smaller the variance of the quotient,thus MCI converges faster.
Flashcard info:
Author: janisborn
Main topic: Informatik
Topic: Computergrafik
School / Univ.: RWTH Aachen
City: Aachen
Published: 18.05.2022