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: | Heng, J |
---|---|
Other Authors: | Doucet, A |
Format: | Thesis |
Language: | English |
Published: |
2016
|
Subjects: |
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