fullseye

mc_sequential_mean — CONVERGE montecarlo op

使い方

Sequential Monte Carlo mean: add samples until the confidence interval is narrower than the tolerance.

sampler(rng, n) returns n i.i.d. samples (a 1-D array) — or the built-in "pi" (4 * [u^2 + v^2 <= 1], mean pi). Batch b is drawn from default_rng((seed, b)), so the result is reproducible and does not depend on how many batches came before.

Stops at the first batch boundary, from the second batch on, where the half-width z * s / sqrt(n) <= tol + rel_tol * |mean| (z from confidence; s the running sample standard deviation). This is the fixed-width sequential interval of Chow & Robbins 1965; never stopping inside the first two batches guards against an early, accidentally small variance (raise batch to guard more) — the actual coverage is checked by the gates, not assumed.

Returns mean, se, ci (lower, upper), half_width, n_samples (used), converged and history (n, mean, se per batch). Refusal: max_samples reached first raises NotConvergedError (on_fail="record" returns the record with mean = None and the running values under last_mean / last_se).

詳しい使い方ガイド

参考(サンプルデータ・文献)

実行できる例(この op を実際に呼ぶ検証済みサンプル)

型が繋がる次の op(table を入力に取れる)

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同カテゴリ(montecarlo)

mc_photon_slab


Provenance: converge.py — CONVERGE operator registry. この per-op ノートは tools/opdocs.py md が自動生成(手編集しない)。

© 2026 Kazufumi Furuse — Fullseye operator documentation. Licensed under Apache-2.0.