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On large deviations theory and asymptotically efficient Monte Carlo estimation.

John S. SadowskyJames A. Bucklew
Published in: IEEE Trans. Inf. Theory (1990)
Keyphrases
  • monte carlo
  • large deviations
  • importance sampling
  • monte carlo simulation
  • markov chain
  • particle filter
  • kalman filter
  • asymptotically optimal
  • monte carlo tree search
  • markov chain monte carlo