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Results tagged with monte-carlo
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user 6041
Algorithms generating large sets of random numbers to simulate real-world, usually optical systems.
0
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MSE & Variance of Monte Carlo Estimator
I am trying to prove the equality of $$\rm MSE(\langle I\rangle)=Var(\langle I \rangle)+Bias(\langle I \rangle)^2$$ but obviously I got something wrong as they don't equal in my calculation:
So here i …
- 750
1
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Variance of estimator (Monte Carlo Integration)
Quoting from "Advanced global illumination" book:
The Monte Carlo estimator is defined as:
And its variance according to the above definition(continuous random variable) would be:
Edit:
An e …
- 750
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Picking multiple light sources from a mixture densities
According to Peter Shirely paper, one pdf(probability density function) can be defined for the union of the light sources and pick only one using a random number from this density:
$$p(x) = \alpha_1 …
- 750