Don't Trust Parallel Monte Carlo!
Peter HellekalekPublished in: Workshop on Parallel and Distributed Simulation (1998)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- matrix inversion
- markov chain
- monte carlo methods
- trust model
- stochastic approximation
- markovian decision
- shared memory
- particle filter
- optimal strategy
- simulation study
- adaptive sampling
- temporal difference
- monte carlo method
- markov chain monte carlo
- variance reduction
- game tree search
- confidence intervals
- least squares