Monte Carlo construction of cubature on Wiener space.

Satoshi Hayakawa Ken'ichiro Tanaka

Published in: CoRR (2020)

Keyphrases

monte carlo
monte carlo simulation
markov chain
importance sampling
stochastic approximation
monte carlo tree search
particle filter
simulation study
optimal strategy
markovian decision
confidence intervals
temporal difference
monte carlo methods
search space
global illumination
matrix inversion