A GPU compatible quasi-Monte Carlo integrator interfaced to pySecDec.
Sophia BorowkaGudrun HeinrichS. JahnS. P. JonesM. KernerJ. SchlenkPublished in: Comput. Phys. Commun. (2019)
Keyphrases
- quasi monte carlo
- monte carlo
- variance reduction
- particle filter
- state space
- real time
- parallel computing
- graphics processing units
- gpu implementation
- graphics hardware
- parallel implementation
- importance sampling
- particle filtering
- sample size
- computational complexity
- reinforcement learning
- graphics processors
- learning algorithm