Transport error estimation using residual Monte Carlo.
Jan I. C. VermaakJim E. MorelPublished in: J. Comput. Phys. (2022)
Keyphrases
- monte carlo
- error estimation
- model selection
- error estimates
- importance sampling
- monte carlo simulation
- markov chain
- stochastic approximation
- monte carlo methods
- monte carlo tree search
- simulation study
- markovian decision
- adaptive sampling
- temporal difference
- particle filter
- support vector machine
- optimal strategy
- monte carlo method
- matrix inversion
- active learning
- variance reduction
- generalization error
- global illumination
- policy evaluation
- upper bound
- point processes
- machine learning