FPGA-accelerated Monte-Carlo integration using stratified sampling and Brownian bridges.
Mark de JongVlad Mihai SimaKoen BertelsDavid ThomasPublished in: FPT (2014)
Keyphrases
- monte carlo
- stratified sampling
- importance sampling
- markov chain
- monte carlo simulation
- sampling strategies
- random sampling
- particle filter
- training data
- monte carlo methods
- monte carlo tree search
- temporal difference
- hardware implementation
- adaptive sampling
- matrix inversion
- data mining
- markovian decision
- game tree
- least squares
- feature selection