When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones?
Guanyang WangJose H. BlanchetPeter W. GlynnPublished in: CoRR (2024)
Keyphrases
- monte carlo
- variance reduction
- low variance
- conditional density estimation
- confidence intervals
- policy evaluation
- importance sampling
- monte carlo simulation
- markov chain
- monte carlo methods
- adaptive sampling
- monte carlo tree search
- particle filter
- markovian decision
- temporal difference
- stochastic approximation
- real valued
- global illumination
- matrix inversion
- naive bayes
- monte carlo method
- frequency domain
- game tree
- simulation study
- graphical models
- quasi monte carlo