Multilevel Asymptotic-Preserving Monte Carlo for Particle Simulations.
Bert MortierPieterjan RobbePublished in: CoRR (2020)
Keyphrases
- monte carlo
- monte carlo method
- simulation study
- monte carlo simulation
- markov chain
- importance sampling
- adaptive sampling
- markovian decision
- monte carlo tree search
- monte carlo methods
- stochastic approximation
- variance reduction
- optimal strategy
- upper bound
- game tree search
- machine learning
- particle filter
- global illumination
- worst case
- point processes
- quasi monte carlo
- support vector