Linear Congruential Generators for Parallel Monte Carlo: the Leap-Frog Case.
Karl EntacherAndreas UhlStefan WegenkittlPublished in: Monte Carlo Methods Appl. (1998)
Keyphrases
- monte carlo
- matrix inversion
- importance sampling
- random numbers
- markov chain
- monte carlo simulation
- variance reduction
- adaptive sampling
- monte carlo methods
- markovian decision
- simulation study
- monte carlo tree search
- particle filter
- game tree search
- point processes
- temporal difference
- monte carlo method
- computational cost
- gauss seidel
- quasi monte carlo
- optimal strategy
- light source
- single image
- objective function