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...
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| Beste egile batzuk: | |
| Formatua: | Thesis |
| Hizkuntza: | English |
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2016
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