Slide 5
Slide 5 text
How to choose ?
x1
, x2
, …
μ :=
expectation
𝔼
[f( X
⏟
∼
𝒰
([0,1]d)
)] =
integral
∫
[0,1]d
f(x) dx ≈
sample mean
1
n
n
∑
i=1
f(xi
) =: ̂
μn
Fill space better better than grids
0.00 0.25 0.50 0.75 1.00
xi1
0.00
0.25
0.50
0.75
1.00
xi2
0.00 0.25 0.50 0.75 1.00
xi1
0.00
0.25
0.50
0.75
1.00
xi3
0.00 0.25 0.50 0.75 1.00
xi1
0.00
0.25
0.50
0.75
1.00
xi4
64 Independent and identically distributed (IID) points, (d = 6)