Continuous Path Brownian Trajectories for Diffusion Monte Carlo via First- and Last-Passage Distributions.
James A. GivenMichael MascagniChi-Ok HwangPublished in: LSSC (2001)
Keyphrases
- monte carlo
- monte carlo simulation
- markov chain
- importance sampling
- markovian decision
- probability distribution
- diffusion process
- stochastic processes
- collision free
- variance reduction
- stochastic approximation
- particle filter
- point processes
- brownian motion
- moving objects
- adaptive sampling
- monte carlo methods
- policy evaluation
- temporal difference
- confidence intervals
- gaussian distribution
- monte carlo method
- temporal difference learning
- probabilistic model
- state space
- random variables