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Improvement and performance evaluation of the perturbation source method for an exact Monte Carlo perturbation calculation in fixed source problems.
Hiroki Sakamoto
Toshihiro Yamamoto
Published in:
J. Comput. Phys. (2017)
Keyphrases
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monte carlo
monte carlo methods
monte carlo simulation
simulation study
importance sampling
objective function
lower bound
computational cost
parameter estimation
dynamic programming
support vector machine
markov chain
particle filter
training samples