Multithreaded event-chain Monte Carlo with local times.

Botao Li Synge Todo Anthony C. Maggs Werner Krauth

Published in: Comput. Phys. Commun. (2021)

Keyphrases

monte carlo
monte carlo simulation
markov chain
monte carlo methods
importance sampling
monte carlo tree search
adaptive sampling
simulation study
monte carlo method
temporal difference
game tree search
stochastic approximation
matrix inversion
markovian decision