Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
Classes | Namespaces
MCMeanEstimator.hpp File Reference

Classic uniform Monte Carlo mean estimator. More...

#include <array>
#include <cstddef>
#include <cstdint>
#include <functional>
#include <random>
#include "MCMeanEstimator.tpp"
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Classes

struct  mc::estimators::MeanEstimate< dim >
 Result of Monte Carlo mean estimation. More...
 
class  mc::estimators::MCMeanEstimator< dim >
 Uniform Monte Carlo mean estimator. More...
 

Namespaces

namespace  mc
 
namespace  mc::estimators
 

Detailed Description

Classic uniform Monte Carlo mean estimator.

Author
Giacomo Merlo
Date
14/01/26

Estimates the mean of a function over a domain using uniform sampling. For integration: ∫_Ω f(x) dx ≈ V_Ω · (1/N) ∑ f(xᵢ) where xᵢ ~ Unif(box).

Definition in file MCMeanEstimator.hpp.