An efficient backward Monte Carlo estimator for solving of a quantum-kinetic equation with memory kernel.
Todor V. GurovPaula A. WhitlockPublished in: Math. Comput. Simul. (2002)
Keyphrases
- monte carlo
- importance sampling
- matrix inversion
- variance reduction
- nonlinear equations
- monte carlo simulation
- markov chain
- confidence intervals
- adaptive sampling
- conditional density estimation
- monte carlo method
- particle filter
- policy evaluation
- monte carlo methods
- monte carlo tree search
- kernel methods
- maximum likelihood
- least squares
- markovian decision
- temporal difference
- stochastic approximation
- kernel function
- machine learning
- feature space
- support vector
- game tree search
- markov chain monte carlo