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