ISMeanEstimator.hpp File Reference

Importance sampling mean estimator. More...

#include <cstddef>
#include <cstdint>
#include <functional>
#include "ISMeanEstimator.tpp"

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Classes
struct	mc::estimators::ImportanceEstimate< dim >
	Result of importance sampling mean estimation. More...
class	mc::estimators::ISMeanEstimator< dim >
	Importance sampling mean estimator with variance reduction. More...

Namespaces
namespace	mc
namespace	mc::estimators

Detailed Description

Importance sampling mean estimator.

Author

Giacomo Merlo

Date

12/01/26

Estimates the weighted mean of a function using importance sampling. For integration: ∫_Ω f(x) dx = ∫ [f(x)/q(x)] · q(x) dx ≈ (1/N) ∑ [f(xᵢ)/q(xᵢ)] where xᵢ ~ q (proposal distribution).

Definition in file ISMeanEstimator.hpp.