Solving Partial Differential Equations with Monte Carlo / Random Walk on an Analog-Digital Hybrid Computer.
Dirk KillatSven KöppelBernd UlmannLucas WetzelPublished in: CoRR (2023)
Keyphrases
- monte carlo
- random walk
- markov chain
- monte carlo simulation
- transition probabilities
- importance sampling
- monte carlo methods
- monte carlo tree search
- matrix inversion
- adaptive sampling
- state space
- particle filter
- image processing
- transition probability matrix
- markovian decision
- markov random walk
- variance reduction
- confidence intervals
- bayesian networks