Extra Chance Generalized Hybrid Monte Carlo.

Cédric M. Campos Jesús María Sanz-Serna

Published in: J. Comput. Phys. (2015)

Keyphrases

monte carlo
monte carlo simulation
markov chain
importance sampling
monte carlo methods
simulation study
monte carlo tree search
adaptive sampling
markovian decision
particle filter
temporal difference
monte carlo method
dynamic programming
probability distribution
matrix inversion
quasi monte carlo