Parallel Optimized Sampling for Stochastic Equations.
Bogdan OpanchukSimon KiesewetterPeter D. DrummondPublished in: SIAM J. Sci. Comput. (2016)
Keyphrases
- monte carlo
- linear equations
- parallel processing
- point processes
- jump diffusion process
- sampling strategy
- stochastic optimization
- parallel implementation
- differential equations
- sampling algorithm
- random sampling
- stochastic programming
- mathematical model
- stochastic processes
- sampling methods
- distributed memory
- stochastic process
- learning automata
- stochastic models
- metropolis hastings
- neural network