Large Sample Properties of Weighted Monte Carlo Estimators.
Paul GlassermanBin YuPublished in: Oper. Res. (2005)
Keyphrases
- monte carlo
- importance sampling
- variance reduction
- monte carlo simulation
- markov chain
- variance estimator
- conditional density estimation
- confidence intervals
- monte carlo methods
- simulation study
- monte carlo tree search
- policy evaluation
- particle filter
- monte carlo method
- optimal strategy
- adaptive sampling
- matrix inversion
- global illumination
- markovian decision
- sample size
- genetic algorithm
- temporal difference