SIMD Monte-Carlo Numerical Simulations Accelerated on GPU and Xeon Phi.
Bastien PlazollesDidier El BazMartin SpelVincent RivolaPascal GegoutPublished in: Int. J. Parallel Program. (2018)
Keyphrases
- numerical simulations
- monte carlo
- parallel implementation
- single instruction multiple data
- parallel processing
- parallel architectures
- theoretical analysis
- massively parallel
- importance sampling
- parallel algorithm
- markov chain
- real time
- monte carlo simulation
- parallel computing
- simulation study
- adaptive sampling
- graphics processing units
- optimal strategy
- particle filter
- matrix inversion
- markovian decision
- variance reduction
- temporal difference
- processing elements
- stochastic approximation
- global illumination
- parallel computers
- monte carlo tree search
- linear model
- machine learning