Monte Carlo approximate tensor moment simulations.
Juan Carlos ArismendiHerbert KimuraPublished in: Numer. Linear Algebra Appl. (2016)
Keyphrases
- monte carlo
- policy evaluation
- simulation study
- importance sampling
- markov chain
- monte carlo simulation
- higher order
- adaptive sampling
- monte carlo tree search
- monte carlo methods
- markovian decision
- temporal difference
- optimal strategy
- high order
- particle filter
- point processes
- game tree
- monte carlo method
- stochastic approximation
- markov chain monte carlo
- matrix inversion
- dimensionality reduction