On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence.
Michael GnewuchPublished in: J. Complex. (2009)
Keyphrases
- monte carlo
- monte carlo simulation
- importance sampling
- monte carlo methods
- markov chain
- adaptive sampling
- monte carlo tree search
- markovian decision
- probabilistic model
- stochastic approximation
- monte carlo method
- temporal difference
- variance reduction
- bayesian networks
- optimal strategy
- simulation study
- generative model
- particle filter
- uct algorithm
- computer games
- matrix inversion
- search space