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Concept

Importance sampling

Related publications (11)

Monte Carlo Estimators for Differential Light Transport

Wenzel Alban Jakob, Tizian Lucien Zeltner, Sébastien Nicolas Speierer

Physically based differentiable rendering algorithms propagate derivatives through realistic light transport simulations and have applications in diverse areas including inverse reconstruction and machine learning. Recent progress has led to unbiased metho ...

ASSOC COMPUTING MACHINERY2021

Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation

Fabio Nobile, Sebastian Krumscheid, Michele Pisaroni

In this work we introduce and analyze a novel multilevel Monte Carlo (MLMC) estimator for the accurate approximation of central moments of system outputs affected by uncertainties. Central moments play a central role in many disciplines to characterize a r ...

2020

Probabilistic and deterministic full field approaches to simulate recrystallization in ODS steels

Roland Logé

Mechanical and functional properties of Oxide Dispersion Strengthened (ODS) ferritic/martensitic steels are strongly related to their microstructures. Thus, numerical modeling of microstructure evolution during ODS forming is of prime importance. In this w ...

ELSEVIER2020

Quantum Monte Carlo approach to the non-equilibrium steady state of open quantum systems

Alexandra Nagy

Many-body open quantum systems are exposed to an essentially uncontrollable environment that acts as a source of decoherence and dissipation. As the exact treatment of such models is generally unfeasible, it is favourable to formulate an approximate descri ...

EPFL2020

Central limit theorems for multilevel Monte Carlo methods

Sebastian Krumscheid, Hakon Andreas Hoel

In this work, we show that uniform integrability is not a necessary condition for central limit theorems (CLT) to hold for normalized multilevel Monte Carlo (MLMC) estimators and we provide near optimal weaker conditions under which the CLT is achieved. In ...

2019

Driven-dissipative quantum Monte Carlo method for open quantum systems

Vincenzo Savona, Alexandra Nagy

We develop a real-time full configuration-interaction quantum Monte Carlo approach to model driven-dissipative open quantum systems with Markovian system-bath coupling. The method enables stochastic sampling of the Liouville–von Neumann time evolution of t ...

2018

A Bayesian view of doubly robust causal inference

Léo Raymond-Belzile

In causal inference the effect of confounding may be controlled using regression adjustment in an outcome model, propensity score adjustment, inverse probability of treatment weighting or a combination of these. Approaches based on modelling the treatment ...

Oxford University Press2016

A Statistical Approach To The Inverse Problem In Magnetoencephalography

Zhigang Yao

Magnetoencephalography (MEG) is an imaging technique used to measure the magnetic field outside the human head produced by the electrical activity inside the brain. The MEG inverse problem, identifying the location of the electrical sources from the magnet ...

Inst Mathematical Statistics2014

Modeling Route Choice Behavior Using Smartphone Data

Jingmin Chen

In this thesis, we develop methods for modeling route choice behavior using smartphone data. The developing global positioning system (GPS) technology and the popularity of smartphones have revolutionized the revealed preference route choice data collectio ...

EPFL2013

Estimation of phase derivative using adaptive window spectrogram

Pramod Rastogi, Sai Siva Gorthi, Rajshekhar Gannavarpu

The paper introduces an adaptive-window-spectrogram-based method to directly estimate the phase derivative from a single fringe pattern. The proposed method relies on estimating the phase derivative using spectrogram peak detection for a set of different w ...

2010

Route choice analysis : data, models, algorithms and applications

Emma Johanna Robert Frejinger

This thesis focuses on the route choice behavior of car drivers (uni-modal networks). More precisely, we are interested in identifying which route a given traveler would take to go from one location to another. For the analysis of this problem we use discr ...

EPFL2008