Sampling error due to jitter, or noise in the sample times, affects the precision of analog-to-digital converters in a significant, nonlinear fashion. In this paper, a polynomial...
Monte Carlo integration is a powerful technique for the evaluation of difficult integrals. Applications in rendering include distribution ray tracing, Monte Carlo path tracing, a...
Importance Sampling is a potentially powerful variance reduction technique to speed up simulations where the objective depends on the occurrence of rare events. However, it is cru...
This paper presents an algorithm to estimate simultaneously both mean and variance of a non parametric regression problem. The key point is that we are able to estimate variance l...
Evolution Strategies (ES) for black-box optimization of a function f : Rn → R are investigated. Namely, we consider the cumulative step-size adaptation (CSA) for the variance of...