Optimal Monte Carlo integration on closed manifolds.
Martin EhlerManuel GräfChris J. OatesPublished in: Stat. Comput. (2019)
Keyphrases
- monte carlo
- optimal strategy
- monte carlo simulation
- importance sampling
- adaptive sampling
- markov chain
- simulation study
- matrix inversion
- monte carlo methods
- monte carlo tree search
- dynamic programming
- particle filter
- monte carlo method
- variance reduction
- stochastic approximation
- optimal solution
- point processes
- machine learning
- quasi monte carlo
- game tree
- temporal difference
- markov chain monte carlo
- worst case
- least squares
- feature space