An efficient, robust, domain-decomposition algorithm for particle Monte Carlo.
Thomas A. BrunnerPatrick S. BrantleyPublished in: J. Comput. Phys. (2009)
Keyphrases
- monte carlo
- decomposition algorithm
- monte carlo method
- importance sampling
- markov chain
- monte carlo simulation
- monte carlo methods
- working set
- decomposition method
- markovian decision
- monte carlo tree search
- adaptive sampling
- global illumination
- matrix inversion
- variance reduction
- temporal difference
- learning algorithm
- game tree search
- machine learning