A weight Monte Carlo estimation of fluctuations in branching processes.

Vladimir V. Uchaikin Elena Kozhemiakina

Published in: Monte Carlo Methods Appl. (2024)

Keyphrases

monte carlo
importance sampling
monte carlo simulation
markov chain
simulation study
adaptive sampling
monte carlo methods
particle filter
markovian decision
monte carlo tree search
search tree
stochastic approximation
temporal difference
variance reduction
monte carlo method
optimal strategy
parameter estimation