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MISER algorithm

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This is an old revision of this page, as edited by Jitse Niesen (talk | contribs) at 22:26, 18 February 2006 (remove cat:numerical analysis -- implied by cat:monte carlo methods). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

The MISER algorithm is a method for reducing error in the Monte Carlo simulation by focusing the search in areas of the function with higher variance using recursive stratified sampling.

See also

References

  • W.H. Press, G.R. Farrar, Recursive Stratified Sampling for Multidimensional Monte Carlo Integration, Computers in Physics, v4 (1990), pp190-195.
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