Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms.
Giorgos ArampatzisMarkos A. KatsoulakisPetr PlechácMichela TauferLifan XuPublished in: J. Comput. Phys. (2012)
Keyphrases
- monte carlo
- matrix inversion
- monte carlo methods
- importance sampling
- stochastic approximation
- markov chain
- policy evaluation
- monte carlo tree search
- particle filter
- monte carlo simulation
- learning algorithm
- markov chain monte carlo
- variance reduction
- quasi monte carlo
- computational cost
- adaptive sampling
- simulation study
- markovian decision
- monte carlo method
- parallel architectures
- parallel processors