monte carlo


#1

hello, i need somebody to clarify my basic understanding. :slight_smile:

what is a monte carlo algorithm? (and a quasi monte carlo)

thank you!


#2

simply go ahead and read into


#3

ok thanks.
but before i go on to read 10 papers, maybe someone who knows this already could summarize it in one or two sentences?

thanks a lot!


#4

I really don’t want to stress you but if you go ahead and do a little research for yourself you’ll find plenty…

like a wikipedia arcticle about it


#5

thanks, that helps!


#6

the short answer : a stochastic sampling process used to discretely integrate functions.


#7

Monte Carlo methods are procedures to solve some mathematical problem using random values. One of the problems that they can solve, albeit slowly, are integrals.

For a good introduction of Monte Carlo methods applied to rendering, you can search for “Principles of Digital Image Synthesis” volume 1 by Andrew Glassner. The book is somewhat outdated but still useful.

Cheers.


#8

thanks a lot for the explanaition!


#9

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