Nesting Monte Carlo for high-dimensional non-linear PDEs.
Xavier WarinPublished in: Monte Carlo Methods Appl. (2018)
Keyphrases
- monte carlo
- high dimensional
- partial differential equations
- low dimensional
- markov chain
- monte carlo simulation
- importance sampling
- dimensionality reduction
- monte carlo method
- simulation study
- adaptive sampling
- monte carlo methods
- level set
- markovian decision
- monte carlo tree search
- parameter space
- temporal difference
- image processing
- input space
- optimal strategy
- high dimensional data
- feature space
- feature selection
- markov random field
- global illumination
- matrix inversion
- image segmentation