A Serverless Architecture for Efficient and Scalable Monte Carlo Markov Chain Computation.
Fabio CastagnaAlberto TrombettaMarco LandoniStefano AndreonPublished in: CoRR (2023)
Keyphrases
- monte carlo
- markov chain
- monte carlo method
- monte carlo simulation
- steady state
- transition probabilities
- importance sampling
- random walk
- finite state
- state space
- monte carlo methods
- matrix inversion
- markov chain monte carlo
- adaptive sampling
- stationary distribution
- markov model
- monte carlo tree search
- transition matrix
- variance reduction
- markovian decision
- machine learning
- parameter estimation
- quasi monte carlo