Related to applying a non-linear function to randomly distributed points is the Unscented Transform[0]. It approximates how the function changes the distributio

Related to applying a non-linear function to randomly distributed points is the Unscented Transform[0]. It approximates how the function changes the distribution's mean and standard deviation by selecting several points, applying the function to these points and calculating the transformed mean and standard deviation from the transformed points. [0]: https://en.wikipedia.org/wiki/Unscented_transform https://en.wikipedia.org/wiki/Unscented_transform