Parallelization of the umbrella Monte Carlo algorithm.
Guido ArnoldThomas LippertThomas MoschnyKlaus SchillingPublished in: PARCO (1999)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- stochastic approximation
- simulation study
- matrix inversion
- computational complexity
- dynamic programming
- worst case
- learning algorithm
- detection algorithm
- expectation maximization
- simulated annealing
- search space
- machine learning
- convergence rate
- probabilistic model
- game tree
- monte carlo methods
- monte carlo tree search