A Parallel Dynamic Asynchronous Framework for Uncertainty Quantification by Hierarchical Monte Carlo Algorithms.
Riccardo TosiRamon AmelaRosa M. BadiaRiccardo RossiPublished in: J. Sci. Comput. (2021)
Keyphrases
- monte carlo
- monte carlo methods
- matrix inversion
- monte carlo simulation
- markov chain
- learning algorithm
- stochastic approximation
- monte carlo tree search
- confidence intervals
- adaptive sampling
- importance sampling
- graphical models
- parallel architectures
- markov chain monte carlo
- particle filter
- computational cost
- lower bound