Implementing data parallelisation in a Nested-Sampling Monte Carlo algorithm.
Wim VanderbauwhedeStefanie LewisDavid IrelandPublished in: HPCS (2013)
Keyphrases
- monte carlo
- importance sampling
- simulation study
- input data
- noisy data
- stochastic approximation
- monte carlo simulation
- learning algorithm
- worst case
- monte carlo tree search
- game tree
- markov chain
- expectation maximization
- sampling algorithm
- dynamic programming
- optimal strategy
- markov chain monte carlo
- matrix inversion
- markovian decision
- missing data
- simulated annealing
- computational cost
- feature space
- data streams
- search algorithm
- training data