Controlling Correlations in Parallel Monte Carlo.
A. De MatteisS. PagnuttiPublished in: Parallel Comput. (1995)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- matrix inversion
- monte carlo simulation
- monte carlo methods
- simulation study
- monte carlo tree search
- optimal strategy
- adaptive sampling
- dynamic programming
- particle filter
- shared memory
- stochastic approximation
- markovian decision
- uct algorithm
- global illumination
- monte carlo method
- markov chain monte carlo
- computational cost