A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers.
Antoine LejayPublished in: Math. Comput. Simul. (2018)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- markov chain
- markovian decision
- simulation study
- optimal strategy
- monte carlo methods
- monte carlo tree search
- stochastic approximation
- adaptive sampling
- matrix inversion
- monte carlo method
- particle filter
- game tree search
- parameter estimation
- approximate inference
- maximum likelihood estimation
- simulated annealing
- variance reduction