Estimation of distributions via multilevel Monte Carlo with stratified sampling.
Søren TaverniersDaniel M. TartakovskyPublished in: J. Comput. Phys. (2020)
Keyphrases
- monte carlo
- stratified sampling
- monte carlo simulation
- importance sampling
- markov chain
- random sampling
- monte carlo tree search
- monte carlo methods
- sampling strategies
- particle filter
- confidence intervals
- markovian decision
- adaptive sampling
- temporal difference
- active learning
- matrix inversion
- data sets
- sliding window
- machine learning