Parallel Monte Carlo Integration Algorithm Based on GPU.
Hui ZongRenfeng HuaJianyang ZhaoZining CaoPublished in: ISKE (2019)
Keyphrases
- monte carlo
- parallel implementation
- learning algorithm
- markov chain
- monte carlo simulation
- gpu implementation
- search space
- importance sampling
- simulation study
- matrix inversion
- parallel processing
- detection algorithm
- particle filter
- simulated annealing
- dynamic programming
- monte carlo methods
- markovian decision
- monte carlo method
- computational complexity
- optimal solution