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Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
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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"Go to the source code of this file.
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 |
Hit-or-Miss Monte Carlo volume estimation.
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.