Publication detail

Application of Voronoi Weights in Monte Carlo Integration with Given Sampling Plan

VOŘECHOVSKÝ, M. SADÍLEK, V. ELIÁŠ, J.

Original Title

Application of Voronoi Weights in Monte Carlo Integration with Given Sampling Plan

Type

miscellaneous

Language

English

Original Abstract

The paper considers a problem of Monte Carlo integration of function that feature random variables. It is assumed, that there exists a given sampling plan. This sampling plan can be a result of crude Monte Carlo sampling strategy, or a Latin Hypercube Sample.

Keywords

Voronoi Tessellation, Monte Carlo Integration, Weighted Statistical Estimators, Sampling Plan

Authors

VOŘECHOVSKÝ, M.; SADÍLEK, V.; ELIÁŠ, J.

Released

15. 6. 2016

Location

Německo

Pages from

441

Pages to

452

Pages count

12

BibTex

@misc{BUT128575,
  author="Miroslav {Vořechovský} and Václav {Sadílek} and Jan {Eliáš}",
  title="Application of Voronoi Weights in Monte Carlo Integration with Given Sampling Plan",
  year="2016",
  pages="441--452",
  address="Německo",
  note="miscellaneous"
}