Kaiserslautern - Fachbereich Informatik
Refine
Year of publication
- 1999 (1) (remove)
Document Type
- Report (1) (remove)
Language
- English (1)
Has Fulltext
- yes (1)
Faculty / Organisational entity
A fundamental variance reduction technique for Monte Carlo integration in the framework of integro-approximation problems is
presented. Using the method of dependent tests a successive hierarchical function approximation algorithm is developed, which
captures discontinuities and exploits smoothness in the target function. The general mathematical scheme and its highly efficient
implementation are illustrated for image generation by ray tracing,
yielding new and much faster image synthesis algorithms.