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Predicting the statistical error of analog particle tracing Monte Carlo.
Vince Maes
Ignace Bossuyt
Hannes Vandecasteele
Wouter Dekeyser
Julian Koellermeier
Martine Baelmans
Giovanni Samaey
Published in:
CoRR (2024)
Keyphrases
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monte carlo
monte carlo method
confidence intervals
monte carlo simulation
variance reduction
markov chain
importance sampling
monte carlo methods
simulation study
optimal strategy
stochastic approximation
monte carlo tree search
markovian decision
adaptive sampling
game tree search
matrix inversion