Multilevel Monte Carlo Approaches for Numerical Homogenization.
Yalchin EfendievCornelia KronsbeinFrédéric LegollPublished in: Multiscale Model. Simul. (2015)
Keyphrases
- monte carlo
- monte carlo methods
- markov chain
- monte carlo simulation
- importance sampling
- quasi monte carlo
- markovian decision
- adaptive sampling
- simulation study
- point processes
- monte carlo method
- monte carlo tree search
- optimal strategy
- machine learning
- matrix inversion
- variance reduction
- game tree search
- confidence intervals
- particle filter
- genetic algorithm