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

Hit-or-Miss Monte Carlo volume estimation. More...

#include <cstddef>
#include <cstdint>
#include <cmath>
#include <stdexcept>
#include "../domains/integration_domain.hpp"
#include "../geometry.hpp"
#include "VolumeEstimatorMC.tpp"
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Classes

struct  mc::estimators::VolumeEstimate< dim >
 Result of Monte Carlo volume estimation. More...
 
class  mc::estimators::VolumeEstimatorMC< dim >
 Hit-or-Miss Monte Carlo volume estimator. More...
 

Namespaces

namespace  mc
 
namespace  mc::estimators
 

Detailed Description

Hit-or-Miss Monte Carlo volume estimation.

Author
Giacomo Merlo
Date
12/01/26

Estimates the volume of complex N-dimensional domains using acceptance-rejection (hit-or-miss) sampling:

\[ V_{\text{est}} = V_{\text{box}} \cdot \frac{N_{\text{hits}}}{N_{\text{total}}} \]

The standard error is computed from the Bernoulli distribution variance:

\[ \sigma_V = V_{\text{box}} \cdot \sqrt{\frac{\hat{p}(1-\hat{p})}{N}} \]

Definition in file VolumeEstimatorMC.hpp.