O'Reilly logo

Advanced Global Illumination, 2nd Edition by Kavita Bala, Philippe Bekaert, Philip Dutre

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

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 ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required