The Hybrid Monte Carlo algorithm on parallel computers.
Anthony D. KennedyPublished in: Parallel Comput. (1999)
Keyphrases
- monte carlo
- stochastic approximation
- dynamic programming
- monte carlo simulation
- parallel implementation
- optimal solution
- importance sampling
- markov chain
- np hard
- learning algorithm
- particle filter
- monte carlo tree search
- simulated annealing
- least squares
- markov chain monte carlo
- scheduling problem
- game tree
- computational cost
- monte carlo methods
- computer science
- adaptive sampling