Sensitivity Analysis Using the Monte Carlo Acceptance-Rejection Method.
George S. FishmanPublished in: SIAM J. Sci. Comput. (1990)
Keyphrases
- sensitivity analysis
- monte carlo
- monte carlo simulation
- managerial insights
- markov chain
- monte carlo methods
- simulation study
- importance sampling
- computational cost
- monte carlo tree search
- optimal strategy
- monte carlo method
- quasi monte carlo
- machine learning
- adaptive sampling
- global illumination
- influence diagrams
- convergence rate
- kalman filter
- particle filter
- probabilistic model