A New Algorithm for Reducing Communication Cost of Time-dependent Monte Carlo Transport.
Li DengWenyong ZhangHaiyan XuRuihong WangZhengfeng HuangShu LiPublished in: Parallel and Distributed Computing and Networks (2005)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- markov chain
- computational cost
- matrix inversion
- communication cost
- worst case
- stochastic approximation
- learning algorithm
- dynamic programming
- data sets
- optimal solution
- kalman filter
- monte carlo method
- game tree
- training data
- convergence rate
- data analysis
- expectation maximization
- search space
- simulated annealing
- multi dimensional
- query processing