Efficient uncertainty propagation for photonics: Combining Implicit Semi-analog Monte Carlo (ISMC) and Monte Carlo generalised Polynomial Chaos (MC-gPC).
Gaël PoëttePublished in: J. Comput. Phys. (2022)
Keyphrases
- monte carlo
- monte carlo simulation
- importance sampling
- markov chain
- simulation study
- monte carlo tree search
- adaptive sampling
- markovian decision
- temporal difference
- global illumination
- monte carlo method
- lower bound
- stochastic approximation
- optimal strategy
- matrix inversion
- monte carlo methods
- approximate inference
- graphical models
- least squares