Antithetic Monte Carlo Linear Solver.
Chih Jeng Kenneth TanPublished in: International Conference on Computational Science (2) (2002)
Keyphrases
- monte carlo
- markov chain
- matrix inversion
- importance sampling
- monte carlo simulation
- simulation study
- monte carlo methods
- particle filter
- monte carlo tree search
- adaptive sampling
- markovian decision
- global illumination
- stochastic approximation
- monte carlo method
- markov chain monte carlo
- variance reduction
- tree search
- point processes
- bayesian networks