Mean Exit Times and the Multilevel Monte Carlo Method.

Desmond J. Higham Xuerong Mao Mikolaj Roj Qingshuo Song George Yin

Published in: SIAM/ASA J. Uncertain. Quantification (2013)

Keyphrases

monte carlo method
markov chain
monte carlo
posterior distribution
genetic algorithm
bayesian learning
maximum likelihood estimation
higher order
probability distribution
state space
neural network
learning algorithm
bayesian networks
dynamic programming
semi supervised