Monte Carlo Filtering Using Kernel Embedding of Distributions.
Motonobu KanagawaYu NishiyamaArthur GrettonKenji FukumizuPublished in: AAAI (2014)
Keyphrases
- monte carlo
- monte carlo simulation
- markov chain
- importance sampling
- kernel methods
- conditional density estimation
- kernel function
- probability distribution
- random variables
- monte carlo tree search
- monte carlo methods
- optimal strategy
- markovian decision
- monte carlo method
- support vector
- confidence intervals
- temporal difference
- adaptive sampling
- variance reduction
- stochastic approximation
- global illumination
- matrix inversion
- gaussian distribution
- feature space
- input space
- point processes
- high dimensional