Classical Monte Carlo with a Fast High-Quality Pseudo Random Number Library in Java.
Muhammad Z. HydariDavid CeperleyAshok SrinivasanMichael MascagniPublished in: PPSC (1999)
Keyphrases
- monte carlo
- pseudo random number
- high quality
- random numbers
- variance reduction
- markov chain
- monte carlo simulation
- importance sampling
- monte carlo methods
- markovian decision
- stochastic approximation
- matrix inversion
- adaptive sampling
- temporal difference
- quasi monte carlo
- point processes
- lightweight
- global illumination
- monte carlo tree search
- decision trees