Accelerating Monte Carlo Markov chains with proxy and error models.
Laureline JossetVasily V. DemyanovAhmed H. ElsheikhIvan LunatiPublished in: Comput. Geosci. (2015)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- transition probabilities
- stochastic process
- steady state
- importance sampling
- finite state
- monte carlo method
- transition matrix
- random walk
- markov process
- monte carlo methods
- point processes
- markov model
- stationary distribution
- markov chain monte carlo
- adaptive sampling
- probabilistic model
- state space
- markov models
- variance reduction
- monte carlo tree search
- markovian decision
- probabilistic automata
- markov processes
- mathematical models
- particle filter
- temporal difference
- directed graph