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CLASSICAL TECHNIQUES
Stratified Sampling
Divide the full integration interval into subspaces
Perform MC integration in each subspace of volume Vj
Add up the results
sum of variances of individual pieces; Nj events in each interval j
can lead to dramatic reduction in s (right choice of k,Nj)
but also to larger s ...
safe choice : uniform stratification
High-Dimension case : may not be evident how to divide integration regions+computational overhead may be a problem