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Entangled Monte Carlo

Published on Jan 14, 20132880 Views

We propose a novel method for scalable parallelization of SMC algorithms, Entangled Monte Carlo simulation (EMC). EMC avoids the transmission of particles between nodes, and instead reconstructs them

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Chapter list

Entangled Monte Carlo (EMC)00:00
Sequential Monte Carlo & Particle Genealogy00:41
Entangled Monte Carlo & Reconstruction01:18
Why it works?02:43