Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series.
Guillaume PenentNicolas PrivaultPublished in: CoRR (2022)
Keyphrases
- monte carlo
- quasi monte carlo
- monte carlo simulation
- markov chain
- stochastic approximation
- importance sampling
- monte carlo tree search
- monte carlo method
- monte carlo methods
- adaptive sampling
- simulation study
- matrix inversion
- markovian decision
- search space
- variance reduction
- point processes
- particle filter
- temporal difference