August 2006
Intermediate to advanced
384 pages
9h 36m
English
book
Advanced Global Illumination, Second Edition, 2nd Edition
by Philip Dutre, Philippe Bekaert, Kavita Bala
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Chapter 3
Monte Carlo Methods
This chapter introduces the concept of Monte Carlo integration and reviews some basic concepts in probability theory. We also present techniques to create better distributions of samples. More details on Monte Carlo methods can be found in Kalos and Whitlock [86], Hammersley and Hand-scomb [62], and Spanier and Gelbard [183]. References on quasi-Monte Carlo methods include Niederreiter [132].
3.1 Brief History
The term “Monte Carlo” was coined in the 1940s, at the advent of electronic computing, to describe mathematical techniques that use statistical sampling to simulate phenomena or evaluate values of functions. These techniques were originally devised to simulate neutron transport by scientists such as Stanislaw ...
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