Monte Carlo Particle Lists: MCPL.
Thomas KittelmannEsben Bryndt KlinkbyE. B. KnudsenP. WillendrupXiao-Xiao CaiK. KanakiPublished in: Comput. Phys. Commun. (2017)
Keyphrases
- monte carlo
- monte carlo method
- markov chain
- monte carlo simulation
- particle filter
- monte carlo tree search
- monte carlo methods
- importance sampling
- adaptive sampling
- simulation study
- temporal difference
- global illumination
- machine learning
- variance reduction
- markovian decision
- matrix inversion
- stochastic approximation
- game tree search
- optimal strategy
- probability distribution
- markov chain monte carlo
- particle filtering
- upper bound