Mixed precision multilevel Monte Carlo on hybrid computing systems.
Christian BruggerChristian de SchryverNorbert WehnSteffen OmlandMario HefterKlaus RitterAnton KostiukRalf KornPublished in: CIFEr (2014)
Keyphrases
- monte carlo
- computing systems
- computer systems
- markov chain
- computing technologies
- monte carlo simulation
- adaptive sampling
- monte carlo methods
- parallel computing
- monte carlo tree search
- importance sampling
- markovian decision
- autonomic computing systems
- autonomic computing
- computing platform
- variance reduction
- ubiquitous computing environments
- point processes
- temporal difference
- game tree search
- matrix inversion
- optimal strategy
- global illumination
- information systems