Corrected implicit Monte Carlo.
Mathew A. ClevelandAllan B. WollaberPublished in: J. Comput. Phys. (2018)
Keyphrases
- monte carlo
- monte carlo simulation
- monte carlo methods
- importance sampling
- stochastic approximation
- monte carlo tree search
- uct algorithm
- markov chain
- adaptive sampling
- simulation study
- markovian decision
- optimal strategy
- particle filter
- temporal difference
- game tree
- confidence intervals
- reinforcement learning
- markov chain monte carlo
- global illumination
- matrix inversion
- point processes
- support vector
- quasi monte carlo