Learning Patterns in Sample Distributions for Monte Carlo Variance Reduction.
Oskar ElekManu Mathew ThomasAngus G. ForbesPublished in: CoRR (2019)
Keyphrases
- monte carlo
- variance reduction
- importance sampling
- markovian decision
- quasi monte carlo
- gradient estimation
- markov chain
- monte carlo simulation
- learning algorithm
- active learning
- sample size
- probability distribution
- particle filter
- generative model
- text categorization
- supervised learning
- confidence intervals
- prior knowledge
- feature space
- reinforcement learning
- machine learning