Closed btmy87 closed 2 weeks ago
I would like a function to generate a set of Monte Carlo perturbations that could be used for propagating uncertainty as an alternative to the auto-diff type methods. This would make it easy to verify methods against Monte Carlo techniques.
Implemented in 94a0a75672900a6b168ce3ba5acb4fcad3ce4851
I would like a function to generate a set of Monte Carlo perturbations that could be used for propagating uncertainty as an alternative to the auto-diff type methods. This would make it easy to verify methods against Monte Carlo techniques.