Monte Carlo on manifolds in high dimensions.
Kerun XuMiranda C. Holmes-CerfonPublished in: CoRR (2023)
Keyphrases
- high dimensions
- monte carlo
- high dimensional data
- high dimensional
- low dimensional
- markov chain
- high dimensional spaces
- monte carlo simulation
- importance sampling
- monte carlo methods
- monte carlo tree search
- data sets
- particle filter
- dimensionality reduction
- sparse representation
- matrix inversion
- high dimensionality
- nearest neighbor
- adaptive sampling
- poor quality
- markovian decision
- variance reduction
- principal component analysis
- high resolution
- game tree
- data analysis