Monte-Carlo-based uncertainty analysis likewise takes on a progressively increasing share in generic reliability and robustness assessments, via its role in static [15] and dynamic [16] fault tree analyses. Monte-Carlo methods are finally also applied as numerical integration methods [17]. All in ...
一个光源应用双向反射分布函数得到的渲染公式如下: 由此说明I′的估算值与积分I的值相同,I′被称为Monte-Carlo积分。本文在原有的基于GPU的光线透射算法基础上运用了Monte-Carlo方法计算式(4),得到结果,从而使GPU在计算过程中采样点减少,速度加快,可交互性增强。 在计算机图形学中,使用黎曼积分可能会存在以下两个缺...
Chapter 25 Monte Carlo–Based Financial Market Value-at-Risk Estimation on GPUs Matthew F. Dixon, Thomas Bradley, Jike Chong and Kurt Keutzer With the proliferation of algorithmic trading, derivative usage and highly … - Selection from GPU Computing Ge
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参考资料 Intro 蒙特卡洛方法是一类通过随机采样来求解问题的算法, 要求解的问题是某随机事件的概率或某随机变量的期望. 现在认为最早记载的一个蒙特卡洛计算示例是由蒲丰在 1777 年完成的投针试验. 在实验中蒲丰发现针与平行线相交的概率是一个包含π的表达式. ...
The generic scheme of rollout-based Monte-Carlo planning is given in Figure 1. The algorithm iteratively generates episodes (line 3), and returns the action with the highest average observed long-term reward (line 5). [2] In procedure UpdateValue the total reward q is used to adjust the ...
展开 关键词: Monte Carlo methods collision avoidance road traffic traffic engineering computing Monte Carlo based threat assessment automotive collision avoidance systems complex traffic situations road scene wider sample distribution Algorithm design and analysis 会议...
1 Monte Carlo学习 1.1 Model-Based Monte Carlo 1.2 Model-Free Monte Carlo 1.2.1 原理 1.2.2 On-Policy Monte Carlo 算法 1.2.3 Off-Policy Monte Carlo 2 时序差分学习(TD) 2.1 更新原理 2.2 SRASA算法和Q-learning算法 0 前言 在上一节强化学习(RL)入门(一)——马尔可夫决策过程(MDP)与Bellman方程中...
A Monte-Carlo-based phase retardation estimator is developed to correct the systematic error in phase retardation measurement by polarization sensitive optical coherence tomography (PS-OCT). Recent research has revealed that the phase retardation measured by PS-OCT has a distribution that is neither sym...
该论文涉及的研究包括gradient-based and controlled Markov chain Monte Carlo、MCMC rendering、derivatives in rendering、caching in rendering。 Langevin MC LMC在其他MCMC应用领域已经得到广泛的应用,然后在pbr领域并没有太多应用,直到H2MC的出现。而LMC基于Langevin方程实现基于梯度的随机性的状态转移,从而实现MCMC的采...