Applying polynomial filtering to mass preconditioned Hybrid Monte Carlo.
Taylor HaarWaseem KamlehJames ZanottiYoshifumi NakamuraPublished in: Comput. Phys. Commun. (2017)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- particle filter
- monte carlo simulation
- monte carlo methods
- markovian decision
- simulation study
- monte carlo method
- temporal difference
- matrix inversion
- adaptive sampling
- point processes
- stochastic approximation
- monte carlo tree search
- optimal strategy
- variance reduction
- objective function