Embedded multilevel Monte Carlo for uncertainty quantification in random domains.
Santiago BadiaJerrad HamptonJavier PrincipePublished in: CoRR (2019)
Keyphrases
- monte carlo
- markov chain
- monte carlo method
- monte carlo simulation
- importance sampling
- monte carlo tree search
- monte carlo methods
- confidence intervals
- simulation study
- cross domain
- optimal strategy
- markovian decision
- variance reduction
- particle filter
- game tree search
- uct algorithm
- temporal difference
- markov chain monte carlo
- conditional probabilities
- least squares
- state space