ISintegrator.hpp File Reference

Importance sampling Monte Carlo integration engine. More...

#include "../domains/integration_domain.hpp"
#include "../proposals/proposal.hpp"
#include "../proposals/uniformProposal.hpp"
#include "../proposals/gaussianProposal.hpp"
#include "../proposals/mixtureProposal.hpp"
#include "../mcmc/metropolisHastingsSampler.hpp"
#include "../estimators/VolumeEstimatorMC.hpp"
#include "../estimators/ISMeanEstimator.hpp"
#include "../estimators/MCMeanEstimator.hpp"
#include "../geometry.hpp"
#include "integrator.hpp"
#include <functional>
#include "ISintegrator.tpp"

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Classes
class	mc::integrators::ISMontecarloIntegrator< dim >
	Importance sampling Monte Carlo integrator. More...

Namespaces
namespace	mc
namespace	mc::integrators

Detailed Description

Importance sampling Monte Carlo integration engine.

Implements variance-reduced integration by sampling from a custom proposal distribution that approximates the integrand.

Definition in file ISintegrator.hpp.