A Serverless Architecture for Efficient and Scalable Monte Carlo Markov Chain Computation.
Fabio CastagnaAlberto TrombettaMarco LandoniStefano AndreonPublished in: ICCBDC (2023)
Keyphrases
- monte carlo
- markov chain
- monte carlo method
- monte carlo simulation
- steady state
- finite state
- importance sampling
- markov model
- random walk
- stationary distribution
- matrix inversion
- monte carlo methods
- transition probabilities
- state space
- transition matrix
- monte carlo tree search
- point processes
- markovian decision
- markov chain monte carlo
- temporal difference
- adaptive sampling
- variance reduction
- game tree
- markov models
- probabilistic model