Lecture 12: Monte Carlo Integration (69)

Similar to the importance sampling approach and stratified sampling, we can also use adaptive sampling. Based on the local variability of the integrand, adaptive sampling techniques change the number of samples in various areas of the integration region. As a result, fewer samples may be needed to reach a particular level of accuracy.


I wonder if there is a way to use Gibbs sampling here!


Stratified sampling can also be used to ensure representativeness among points in the reason, which leads to increased precision and reduced variance.

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