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** Balance heuristics: <math>w_i(x)=\frac{p_i(x)}{\sum_{k=1}^{n}p_k(x)}</math> | ** Balance heuristics: <math>w_i(x)=\frac{p_i(x)}{\sum_{k=1}^{n}p_k(x)}</math> | ||
** Power heuristics: <math>w_i(x)=\frac{p_i^2(x)}{\sum_{k=1}^{n}p_k^2(x)}</math> | ** Power heuristics: <math>w_i(x)=\frac{p_i^2(x)}{\sum_{k=1}^{n}p_k^2(x)}</math> | ||
===Stratified Sampling=== | |||
* Intuition: clumping of samples is bad | |||
* Instead of canonic uniform random variables, generate variables in strata | |||
* Also known as "Jittered sampling" | |||
Other stratified sampling patterns | |||
* N-rooks (Latin hypercube) | |||
* Quasi Monte Carlo | |||
==Ignore== | ==Ignore== | ||
[[Visible to::users]] | [[Visible to::users]] |