Monte Carlo integration with small random bits.
Sheng ZhangPeixin YeJingfan LongPublished in: ICNC (2010)
Keyphrases
- monte carlo
- monte carlo method
- importance sampling
- monte carlo simulation
- monte carlo methods
- markov chain
- simulation study
- monte carlo tree search
- adaptive sampling
- matrix inversion
- markovian decision
- machine learning
- game tree search
- quasi monte carlo
- point processes
- stochastic approximation
- variance reduction
- particle filter
- active learning
- lower bound