Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension.
Ivair SilvaEdgard M. Maboudou-TchaoWeslei L. de FigueiredoPublished in: J. Comput. Appl. Math. (2018)
Keyphrases
- monte carlo
- high dimension
- monte carlo methods
- importance sampling
- real valued
- markov chain
- markov chain monte carlo
- monte carlo simulation
- feature selection
- high dimensional
- markovian decision
- input space
- small sample
- monte carlo tree search
- bayesian networks
- adaptive sampling
- particle filter
- feature vectors
- search algorithm
- lower bound
- optimal solution
- game tree
- similarity measure
- matrix inversion
- face recognition
- image processing