Imcsim: Parameterized Performance Prediction for Implicit Monte Carlo codes.
Gopinath ChennupatiStephan J. EidenbenzAlex LongOlena TkachenkoJoseph ZerrJason LiuPublished in: WSC (2018)
Keyphrases
- monte carlo
- importance sampling
- markov chain
- simulation study
- markovian decision
- prediction model
- monte carlo simulation
- matrix inversion
- adaptive sampling
- particle filter
- monte carlo tree search
- monte carlo methods
- lower bound
- global illumination
- monte carlo method
- variance reduction
- temporal difference
- optimal strategy
- point processes
- game tree search
- uct algorithm
- genetic algorithm
- stochastic approximation
- confidence intervals
- support vector machine
- least squares