Multilevel Monte Carlo with Improved Correlation for Kinetic Equations in the Diffusive Scaling.
Emil LøvbakBert MortierGiovanni SamaeyStefan VandewallePublished in: ICCS (6) (2020)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- monte carlo tree search
- simulation study
- markovian decision
- monte carlo methods
- monte carlo method
- stochastic approximation
- adaptive sampling
- variance reduction
- optimal strategy
- particle filter
- point processes
- markov chain monte carlo
- image filtering
- uct algorithm
- dynamic programming