Enhancing Monte Carlo proxy applications on GPUs.
Forrest ShriverSeyong LeeSteven HamiltonJeffrey S. VetterJustin WatsonPublished in: PMBS@SC (2019)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- general purpose
- adaptive sampling
- monte carlo tree search
- stochastic approximation
- monte carlo methods
- simulation study
- monte carlo method
- markovian decision
- particle filter
- temporal difference
- parallel processing
- variance reduction
- optimal strategy
- point processes