Control variate selection for Monte Carlo integration.
Rémi LelucFrançois PortierJohan SegersPublished in: Stat. Comput. (2021)
Keyphrases
- monte carlo
- importance sampling
- markov chain
- monte carlo simulation
- monte carlo tree search
- monte carlo methods
- monte carlo method
- adaptive sampling
- control system
- particle filter
- simulation study
- matrix inversion
- markovian decision
- machine learning
- point processes
- stochastic approximation
- search space
- light transport
- variance reduction
- game tree
- control strategies
- optimal control
- optimal solution
- reinforcement learning