Penalized splines for smooth representation of high-dimensional Monte Carlo datasets.
Nathan WhitehornJakob van SantenSven LafebrePublished 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