Linear Monte Carlo quadrature with optimal confidence intervals.
Robert J. KunschPublished in: CoRR (2023)
Keyphrases
- monte carlo
- confidence intervals
- markov chain
- optimal strategy
- monte carlo simulation
- variance reduction
- sufficiently small
- importance sampling
- stochastic systems
- monte carlo methods
- adaptive sampling
- optimal solution
- particle filter
- markov chain monte carlo
- monte carlo tree search
- point processes
- matrix inversion
- quasi monte carlo
- dynamic programming
- markovian decision
- worst case
- np hard