An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions.
Toshihiro YamadaPublished in: SIAM J. Numer. Anal. (2019)
Keyphrases
- monte carlo
- high order
- markovian decision
- higher order
- importance sampling
- monte carlo simulation
- adaptive sampling
- low order
- markov chain
- tensor analysis
- matrix inversion
- monte carlo methods
- probability distribution functions
- monte carlo tree search
- association rules
- data analysis
- statistical analysis
- prediction accuracy
- high dimensional
- image processing
- pairwise
- lower order