Conditional Monte Carlo for Reaction Networks.
David F. AndersonKurt W. EhlertPublished in: SIAM J. Sci. Comput. (2022)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- adaptive sampling
- monte carlo tree search
- monte carlo method
- particle filter
- markovian decision
- monte carlo methods
- markov chain monte carlo
- simulation study
- uct algorithm
- game tree search
- optimal strategy
- temporal difference
- stochastic approximation
- reinforcement learning
- game tree
- variance reduction
- policy evaluation
- matrix inversion
- confidence intervals
- point processes