Newton's Method for Monte Carlo-Based Residuals.

Jeffrey Willert Xiaojun Chen C. T. Kelley

Published in: SIAM J. Numer. Anal. (2015)

Keyphrases

monte carlo
monte carlo simulation
objective function
computational cost
importance sampling
training samples
adaptive sampling
dynamic programming
support vector machine
simulation study
bayesian framework
monte carlo method
monte carlo tree search
point processes