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Moment-preserving and mesh-adaptive reweighting method for rare-event sampling in Monte-Carlo algorithms.
C. U. Schuster
T. Johnson
Gergely Papp
R. Bilato
Seppo Sipilä
J. Varje
M. Hasenöhrl
Published in:
Comput. Phys. Commun. (2021)
Keyphrases
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monte carlo
importance sampling
adaptive sampling
monte carlo simulation
monte carlo methods
rare events
markov chain
dynamic programming
sampling algorithm
markov chain monte carlo
probabilistic model
data mining
matrix inversion
machine learning
least squares
decision trees
sampling methods