Residual Monte Carlo for the One-Dimensional Particle Transport Equation.
J. R. PetersonJim E. MorelJean C. RagusaPublished in: SIAM J. Sci. Comput. (2016)
Keyphrases
- monte carlo
- matrix inversion
- monte carlo method
- markov chain
- importance sampling
- monte carlo methods
- simulation study
- monte carlo simulation
- monte carlo tree search
- runge kutta
- adaptive sampling
- markovian decision
- stochastic approximation
- variance reduction
- game tree
- optimal strategy
- particle filter
- game tree search
- global illumination
- temporal difference
- numerical methods
- point processes
- quasi monte carlo
- probability distribution