Parallel Monte Carlo on Intel MIC Architecture.
Emanouil I. AtanassovTodor V. GurovSofiya IvanovskaAneta KaraivanovaPublished in: ICCS (2017)
Keyphrases
- monte carlo
- multi core processors
- monte carlo simulation
- computer architecture
- markov chain
- importance sampling
- single instruction multiple data
- monte carlo methods
- matrix inversion
- simulation study
- monte carlo tree search
- parallel architecture
- processing elements
- particle filter
- monte carlo method
- level parallelism
- variance reduction
- temporal difference
- parallel programming
- adaptive sampling
- parallel processing
- parallel implementation
- policy evaluation
- markovian decision
- point processes
- hardware implementation
- global illumination
- stochastic approximation
- search algorithm
- processing units