ZMCintegral: A package for multi-dimensional Monte Carlo integration on multi-GPUs.
Hong-Zhong WuJun-Jie ZhangLong-Gang PangQun WangPublished in: Comput. Phys. Commun. (2020)
Keyphrases
- monte carlo
- multi dimensional
- monte carlo simulation
- markov chain
- importance sampling
- simulation study
- adaptive sampling
- general purpose
- matrix inversion
- monte carlo methods
- monte carlo tree search
- graphical models
- parallel processing
- least squares
- machine learning
- temporal difference
- game tree search
- monte carlo method
- stochastic approximation
- markovian decision
- optimal strategy
- learning algorithm