Bernstein Numbers and Lower Bounds for the Monte Carlo Error.
Robert J. KunschPublished in: MCQMC (2014)
Keyphrases
- monte carlo
- lower bound
- variance reduction
- upper bound
- importance sampling
- markov chain
- monte carlo simulation
- branch and bound algorithm
- monte carlo methods
- monte carlo tree search
- stochastic approximation
- particle filter
- simulation study
- objective function
- monte carlo method
- adaptive sampling
- markovian decision
- error bounds
- branch and bound
- machine learning
- worst case
- optimal solution
- point processes
- global illumination
- matrix inversion
- support vector
- genetic algorithm
- quasi monte carlo