-value approximation and level accuracy of Monte Carlo tests by quasi-Monte Carlo methods.
Sung Nok ChiuKwong-Ip LiuPublished in: Commun. Stat. Simul. Comput. (2022)
Keyphrases
- monte carlo methods
- monte carlo
- markovian decision
- importance sampling
- markov chain
- adaptive sampling
- monte carlo simulation
- confidence intervals
- monte carlo method
- particle filter
- variance reduction
- computational cost
- simulated annealing
- monte carlo tree search
- policy evaluation
- matrix inversion
- sample size
- neural network
- closed form
- point processes
- quasi monte carlo
- search algorithm