Parallel Monte Carlo computations for solving SLAE with minimum communications.
Behrouz Fathi VajargahKianoush Fathi VajargahPublished in: Appl. Math. Comput. (2006)
Keyphrases
- monte carlo
- monte carlo simulation
- importance sampling
- markov chain
- parallel computation
- markovian decision
- monte carlo tree search
- simulation study
- monte carlo methods
- matrix inversion
- particle filter
- adaptive sampling
- stochastic approximation
- global illumination
- monte carlo method
- markov chain monte carlo
- variance reduction
- distributed memory
- temporal difference