A new Implicit Monte-Carlo scheme for photonics (without teleportation error and without tilts).
Gaël PoëtteXavier ValentinPublished in: J. Comput. Phys. (2020)
Keyphrases
- monte carlo
- markov chain
- variance reduction
- monte carlo simulation
- importance sampling
- monte carlo tree search
- monte carlo method
- simulation study
- stochastic approximation
- matrix inversion
- monte carlo methods
- adaptive sampling
- markovian decision
- game tree search
- least squares
- point processes
- global illumination
- particle filter