Monte Carlo evaluation of FADE approach to anomalous kinetics.
Marzio MarseguerraAndrea ZoiaPublished in: Math. Comput. Simul. (2008)
Keyphrases
- monte carlo
- simulation study
- monte carlo simulation
- monte carlo methods
- markov chain
- importance sampling
- monte carlo tree search
- anomaly detection
- adaptive sampling
- monte carlo method
- variance reduction
- stochastic approximation
- particle filter
- matrix inversion
- markov chain monte carlo
- optimal strategy
- global illumination
- markovian decision