Adaptive Multilevel Monte Carlo for Probabilities.

Abdul-Lateef Haji-Ali Jonathan Spence Aretha L. Teckentrup

Published in: SIAM J. Numer. Anal. (2022)

Keyphrases

monte carlo
adaptive sampling
markov chain
monte carlo simulation
importance sampling
simulation study
monte carlo tree search
monte carlo methods
optimal strategy
monte carlo method
stochastic approximation
markovian decision
support vector
probability distribution