Monaco: A Monte Carlo Library for Performing Uncertainty and Sensitivity Analyses.
W. Scott ShambaughPublished in: SciPy (2022)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- simulation study
- adaptive sampling
- particle filter
- monte carlo tree search
- game tree search
- confidence intervals
- point processes
- variance reduction
- monte carlo methods
- least squares
- uct algorithm
- matrix inversion
- markov chain monte carlo
- machine learning
- stochastic approximation
- optimal strategy
- markovian decision