Revisiting Kac's method: A Monte Carlo algorithm for solving the Telegrapher's equations.
Bolong ZhangWenjian YuMichael MascagniPublished in: Math. Comput. Simul. (2019)
Keyphrases
- monte carlo
- monte carlo simulation
- algebraic equations
- dynamic programming
- monte carlo method
- computational cost
- simulation study
- importance sampling
- cost function
- detection algorithm
- objective function
- computational complexity
- mathematical model
- monte carlo methods
- combinatorial optimization
- optimal solution
- convergence rate
- sampling algorithm
- learning algorithm
- markov chain monte carlo
- optimal strategy
- global illumination
- stochastic approximation
- sampling methods
- least squares
- parameter estimation
- markovian decision
- monte carlo tree search
- adaptive sampling
- matrix inversion
- gauss seidel method
- policy evaluation
- game tree
- model free
- roc curve
- probabilistic model
- bayesian framework
- simulated annealing
- markov chain