utils.integrals module

Facilities for evaluating integrals from a batch of points

compute_mc_statistics(fx, px)[source]

Compute the relevant Monte Carlo evaluation statistics expectation for a function evaluated on a sample of points taken from a known distribution: integral value, integral value standard deviation, unweighting efficiency

Parameters
  • fx (torch.Tensor) – batch of function values

  • px (torch.tensor) – batch of PDF values for each of the sampled x

Returns

Return type

tuple of float