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