Generalized Stratified Sampling Using the Hilbert Curve
Mauro Steigleder, Michael McCool
In Journal of Graphics Tools, 8(3), 2003.
Abstract: Stratified sampling is a widely used strategy to improve convergence in Monte Carlo techniques. The efficiency of a stratification technique mainly depends on the coherence of the strata. This paper presents an approach to generate an arbitrary number of coherent strata, independently of the dimensionality of the domain, using the Hilbert space-filling curve. Using this approach, it is possible to draw an arbitrary number of stratified samples from higher dimensional spaces using only one-dimensional stratification. This technique can also be used to generalize nonuniform stratified sampling. Source code is available online.
@article{Steigleder:2003:GSS,
author = {Mauro Steigleder and Michael McCool},
title = {Generalized Stratified Sampling Using the Hilbert Curve},
journal = {Journal of Graphics Tools},
volume = {8},
number = {3},
pages = {41--47},
year = {2003},
}
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