Adaptive Monte Carlo algorithm for Wigner kernel evaluation.
Venelin TodorovIvan DimovRayna GeorgievaStoyan DimitrovPublished in: Neural Comput. Appl. (2020)
Keyphrases
- monte carlo
- importance sampling
- stochastic approximation
- computational complexity
- detection algorithm
- adaptive sampling
- dynamic programming
- monte carlo method
- learning algorithm
- monte carlo simulation
- point processes
- matrix inversion
- simulation study
- markov chain
- computational cost
- search space
- markov chain monte carlo
- probabilistic model
- monte carlo tree search
- genetic algorithm