30 search results - page 3 / 6 » Variance Reduction in Monte Carlo Capacitance Extraction |
IOR
2008
13 years 6 months ago
2008
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
RT
2005
Springer
13 years 12 months ago
2005
Springer
This paper develops importance resampling into a variance reduction technique for Monte Carlo integration. Importance resampling is a sample generation technique that can be used ...
CGF
2010
13 years 6 months ago
2010
The problem of noise in Monte-Carlo rendering arising from estimator variance is well-known and well-studied. In this work, we concentrate on identifying individual light paths as...
WSC
1998
13 years 7 months ago
1998
When pricing options via Monte Carlo simulations, precision can be improved either by performing longer simulations, or by reducing the variance of the estimators. In this paper, ...
CGF
2008
13 years 6 months ago
2008
This paper presents a novel method that effectively combines both control variates and importance sampling in a sequential Monte Carlo context. The radiance estimates computed dur...