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...
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | |
| التنسيق: | أطروحة |
| اللغة: | English |
| منشور في: |
2016
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| الموضوعات: |