Penalized splines for smooth representation of high-dimensional Monte Carlo datasets.

Nathan Whitehorn Jakob van Santen Sven Lafebre

Published in: Comput. Phys. Commun. (2013)

Keyphrases

monte carlo
high dimensional
importance sampling
markov chain
monte carlo simulation
monte carlo tree search

high dimensional datasets
monte carlo methods
variable selection
dimensionality reduction
adaptive sampling
monte carlo method

least squares
markovian decision
variance reduction
global illumination
point processes

feature space
game tree search
data points
generative model
particle filter