Monte Carlo tracking drift-diffusion trajectories algorithm for solving narrow escape problems.
Karl K. SabelfeldNikita PopovPublished in: Monte Carlo Methods Appl. (2020)
Keyphrases
- monte carlo
- monte carlo simulation
- simulation study
- particle filter
- learning algorithm
- stochastic approximation
- combinatorial optimization
- importance sampling
- kalman filter
- optimal strategy
- expectation maximization
- bayesian networks
- monte carlo method
- variance reduction
- dynamic programming
- computational complexity
- markov chain
- least squares
- probabilistic model
- temporal difference
- video sequences
- optimal solution
- adaptive sampling