Browsing Waterloo Research by Author "Gruson, Adrien"
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Regression-based Monte Carlo Integration
Salaun, Corentin; Gruson, Adrien; Hua, Binh-Son; Hachisuka, Toshiya; Singh, Gurprit (Association for Computing Machinery, 2022-07)Monte Carlo integration is typically interpreted as an estimator of the expected value using stochastic samples. There exists an alternative interpretation in calculus where Monte Carlo integration can be seen as estimating ...