Golden ratio versus pi as random sequence sources for Monte Carlo integration.
Syamal K. SenRavi P. AgarwalGholam Ali ShaykhianPublished in: Math. Comput. Model. (2008)
Keyphrases
- monte carlo
- monte carlo method
- monte carlo simulation
- importance sampling
- markov chain
- particle filter
- data sources
- simulation study
- stochastic approximation
- markovian decision
- monte carlo methods
- monte carlo tree search
- optimal strategy
- adaptive sampling
- matrix inversion
- uct algorithm
- game tree search
- policy evaluation
- temporal difference
- global illumination
- machine learning
- variance reduction
- point processes
- learning algorithm