De-Sequentialized Monte Carlo: a parallel-in-time particle smoother.
Adrien CorenflosNicolas ChopinSimo SärkkäPublished in: CoRR (2022)
Keyphrases
- monte carlo
- monte carlo method
- markov chain
- importance sampling
- monte carlo simulation
- matrix inversion
- simulation study
- monte carlo methods
- particle filter
- shared memory
- markovian decision
- adaptive sampling
- monte carlo tree search
- global illumination
- massively parallel
- game tree search
- stochastic approximation
- least squares
- optimal strategy
- message passing
- point processes
- machine learning