Deviational particle Monte Carlo for the Boltzmann equation.
Wolfgang WagnerPublished in: Monte Carlo Methods Appl. (2008)
Keyphrases
- monte carlo
- matrix inversion
- monte carlo method
- monte carlo simulation
- importance sampling
- simulation study
- monte carlo methods
- markov chain
- monte carlo tree search
- temporal difference
- particle filter
- variance reduction
- numerical methods
- markovian decision
- learning algorithm
- adaptive sampling
- stochastic approximation
- optimal strategy
- light transport
- least squares
- active learning