Presentation
Vector-Valued Monte Carlo Integration Using Ratio Control Variates
DescriptionVariance reduction techniques are widely used to reduce the noise of Monte Carlo integration. However, these techniques are typically designed with the assumption that the integrand is scalar-valued. To address this, we introduce ratio control variations, an estimator that leverages a ratio-based approach instead of the conventional difference-based control variates.
Event Type
Technical Paper
TimeWednesday, 13 August 20259:40am - 9:50am PDT
LocationWest Building, Rooms 301-305
Session Time & Location
Sunday, 10 August 20256:00pm - 8:45pm PDTWest Building, Ballroom AB
Wednesday, 13 August 20259:00am - 10:30am PDTWest Building, Rooms 301-305
Research & Education
Livestreamed
Recorded
Full Conference
Virtual Access
Wednesday
