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Thin-Threads: An Approach for History-Based Monte Carlo on GPUs.
Ryan Bleile
Patrick S. Brantley
David F. Richards
Shawn A. Dawson
Michael Scott McKinley
Matthew O'Brien
Hank Childs
Published in:
HPCS (2019)
Keyphrases
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monte carlo
importance sampling
monte carlo simulation
markov chain
monte carlo methods
adaptive sampling
monte carlo method
markovian decision
general purpose
simulation study
temporal difference
variance reduction
probabilistic model
least squares
particle filter
optimal strategy