Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem.
Nikolai A. SimonovPublished in: Monte Carlo Methods Appl. (2017)
Keyphrases
- monte carlo
- monte carlo simulation
- simulation study
- boundary conditions
- probabilistic model
- importance sampling
- objective function
- monte carlo method
- learning algorithm
- search space
- stochastic approximation
- dynamic programming
- markov chain
- computational cost
- optimal solution
- markovian decision
- adaptive sampling
- temporal difference
- bayesian framework
- kalman filter
- expectation maximization
- graphical models
- random sampling
- shape from shading
- model free
- energy function
- diffusion model
- particle filter
- monte carlo tree search
- spline interpolation
- denoising