Efficient Monte Carlo Linear Solver with Chain Reduction and Optimization Using PLFG.
Maria Isabel Casas VillalbaChih Jeng Kenneth TanPublished in: HPCN Europe (2001)
Keyphrases
- monte carlo
- monte carlo methods
- markov chain
- monte carlo simulation
- importance sampling
- adaptive sampling
- simulation study
- matrix inversion
- monte carlo tree search
- variance reduction
- markovian decision
- particle filter
- game tree search
- monte carlo method
- temporal difference
- stochastic approximation
- policy evaluation
- particle filtering
- optimal solution
- global illumination
- probabilistic model
- point processes
- evolutionary algorithm