On the use of transport and optimal control methods for Monte Carlo simulation
<p>This thesis explores ideas from transport theory and optimal control to develop novel Monte Carlo methods to perform efficient statistical computation. </p> <p>The first project considers the problem of constructing a transport map between two given probability measures. In the...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2016
|
| Subjects: |