Bayesian Monte Carlo testing with one-dimensional measures of evidence.
Ivair R. SilvaReinaldo MarquesPublished in: J. Comput. Appl. Math. (2019)
Keyphrases
- monte carlo
- monte carlo methods
- markov chain
- monte carlo simulation
- importance sampling
- markov chain monte carlo
- simulation study
- adaptive sampling
- stochastic approximation
- variance reduction
- markovian decision
- matrix inversion
- monte carlo method
- temporal difference
- monte carlo tree search
- bayesian networks
- posterior probability
- particle filter
- maximum likelihood
- posterior distribution
- bayesian inference
- point processes