A cell-based population control of Monte Carlo particles for the global variance reduction for transport equations.
Laetitia LaguzetGabriel TuriniciPublished in: J. Comput. Phys. (2022)
Keyphrases
- monte carlo
- variance reduction
- importance sampling
- quasi monte carlo
- markov chain
- monte carlo simulation
- particle filter
- confidence intervals
- policy evaluation
- temporal difference
- graphical models
- machine learning
- reinforcement learning
- monte carlo tree search
- sample size
- classification accuracy
- matrix inversion
- image sequences