Nonlinear Monte Carlo methods with polynomial runtime for high-dimensional iterated nested expectations.
Christian BeckArnulf JentzenThomas KrusePublished in: CoRR (2020)
Keyphrases
- monte carlo methods
- high dimensional
- monte carlo
- high dimensional feature space
- low dimensional
- high dimension
- bayesian networks
- dimensionality reduction
- simulated annealing
- kernel principal component analysis
- high dimensional data
- data points
- parameter space
- feature space
- higher order
- kernel methods
- noisy data
- dynamic programming
- pattern recognition