Probabilistic integration

FX Briol, CJ Oates, M Girolami, MA Osborne… - Statistical Science, 2019 - JSTOR
A research frontier has emerged in scientific computation, wherein discretisation error is
regarded as a source of epistemic uncertainty that can be modelled. This raises several …

Optimal Monte Carlo integration on closed manifolds

M Ehler, M Gräf, CJ Oates - Statistics and Computing, 2019 - Springer
The worst case integration error in reproducing kernel Hilbert spaces of standard Monte
Carlo methods with n random points decays as n^-1/2 n-1/2. However, the re-weighting of …

Evaluation of directional quadrature schemes for simulating urban radiative transfer using the discrete ordinate method

F Wang, F Andre, F Kuznik, E Vergnault - International Journal of Thermal …, 2023 - Elsevier
In the last decades, different numerical methods have been applied to simulate radiative
transfer in urban configurations. In cases where atmospheric air is treated as an absorbing …

Symmetry exploits for Bayesian cubature methods

T Karvonen, S Särkkä, CJ Oates - Statistics and Computing, 2019 - Springer
Bayesian cubature provides a flexible framework for numerical integration, in which a priori
knowledge on the integrand can be encoded and exploited. This additional flexibility …

Gaussian process for radiance functions on the sphere

R Marques, C Bouville… - Computer Graphics …, 2022 - Wiley Online Library
Efficient approximation of incident radiance functions from a set of samples is still an open
problem in physically based rendering. Indeed, most of the computing power required to …

Hyperuniformity on spherical surfaces

AG Meyra, GJ Zarragoicoechea, AL Maltz, E Lomba… - Physical Review E, 2019 - APS
We study and characterize local density fluctuations of ordered and disordered hyperuniform
point distributions on spherical surfaces. In spite of the extensive literature on disordered …

[PDF][PDF] Probabilistic integration

FX Briol, CJ Oates, M Girolami, MA Osborne… - stat, 2015 - statmodeling.stat.columbia.edu
Probabilistic numerical methods aim to model numerical error as a source of epistemic
uncertainty that is subject to probabilistic analysis and reasoning, enabling the principled …

Modelling of urban micro-climates forbuilding applications: A non-transparentradiative transfer approach

F Wang - 2021 - theses.hal.science
Urbanisation has been a growing trend for several decades. With the rapidly increasing
population, urban areas expand significantly. At the same time, problems related to a higher …

Gaussian Process for Radiance Functions on the Sphere

RJ Rodrigues Sepúlveda Marques… - … , vol. 41, num. 6, p. 67 …, 2022 - diposit.ub.edu
Efficient approximation of incident radiance functions from a set of samples is still an open
problem in physically based rendering. Indeed, most of the computing power required to …

Two-level adaptive sampling for illumination integrals using Bayesian Monte Carlo

R Marques, C Bouville, LP Santos, K Bouatouch - 2020 - repositorium.sdum.uminho.pt
Bayesian Monte Carlo (BMC) is a promising integration technique which considerably
broadens the theoretical tools that can be used to maximize and exploit the information …