A parallel Monte Carlo transport algorithm using a pseudo-random tree to guarantee reproducibility.
Paul O. FredericksonRobert HiromotoJohn C. LarsonPublished in: Parallel Comput. (1987)
Keyphrases
- monte carlo
- monte carlo simulation
- importance sampling
- dynamic programming
- tree structure
- simulation study
- matrix inversion
- computational cost
- pseudorandom
- game tree
- markov chain
- adaptive sampling
- monte carlo tree search
- simulated annealing
- learning algorithm
- model selection
- convergence rate
- expectation maximization
- particle filter
- worst case
- stochastic approximation
- similarity measure
- machine learning