A comparison of two modified stationarity tests. A Monte Carlo study.

Hugo Pérez-Vicente María Isabel Ayuda Antonio Aznar

Published in: Math. Comput. Simul. (2017)

Keyphrases

monte carlo
simulation study
monte carlo simulation
importance sampling
adaptive sampling
monte carlo methods
bayesian networks
markov chain
monte carlo tree search
support vector
variance reduction
matrix inversion
markovian decision