An improved random walk algorithm for the implicit Monte Carlo method.

Kendra P. Keady Mathew A. Cleveland

Published in: J. Comput. Phys. (2017)

Keyphrases

random walk
monte carlo
markov chain
k means
learning algorithm
transition probability matrix
monte carlo method
optimal solution
active learning
np hard
probabilistic model
dynamic programming
state space
least squares
energy function