Multilevel Monte Carlo by using the Halton sequence.
Shady Ahmed NagyMohamed A. El-BeltagyMohamed I. WafaPublished in: Monte Carlo Methods Appl. (2020)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- simulation study
- adaptive sampling
- monte carlo tree search
- monte carlo methods
- particle filter
- temporal difference
- markovian decision
- matrix inversion
- monte carlo method
- game tree search
- variance reduction
- machine learning
- sample size
- search algorithm
- learning algorithm