Solving Inverse PDE Problems using Grid-Free Monte Carlo Estimators.
Ekrem Fatih YilmazerDelio ViciniWenzel JakobPublished in: CoRR (2022)
Keyphrases
- monte carlo
- monte carlo methods
- matrix inversion
- markov chain
- solving problems
- monte carlo simulation
- importance sampling
- variance reduction
- game tree
- adaptive sampling
- monte carlo tree search
- optimal strategy
- conditional density estimation
- learning algorithm
- point processes
- policy evaluation
- stochastic approximation
- confidence intervals
- mathematical programming
- combinatorial optimization
- parameter estimation
- least squares
- search space