Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique.
Karl EntacherThomas SchellWolfgang Ch. SchmidAndreas UhlPublished in: Parallel Algorithms Appl. (2003)
Keyphrases
- monte carlo
- quasi monte carlo
- variance reduction
- particle filter
- markov chain
- importance sampling
- monte carlo simulation
- monte carlo methods
- matrix inversion
- monte carlo tree search
- adaptive sampling
- markovian decision
- markov chain monte carlo
- temporal difference
- machine learning
- sample size
- state space
- lower bound
- decision trees