Parallelization of a Dynamic Monte Carlo Algorithm: a Partially Rejection-Free Conservative Approach
György KornissMark A. NovotnyPer Arne RikvoldPublished in: CoRR (1998)
Keyphrases
- monte carlo
- monte carlo simulation
- detection algorithm
- markov chain
- stochastic approximation
- learning algorithm
- importance sampling
- matrix inversion
- computational complexity
- dynamic programming
- computational cost
- simulation study
- markovian decision
- monte carlo method
- objective function
- parameter estimation
- optimal strategy
- expectation maximization
- graphical models
- search space
- machine learning