Numerically Optimizing Weights for Monte Carlo Integration on Smooth Compact Manifolds.

Martin Ehler Manuel Gräf

Published in: SYNASC (2017)

Keyphrases

monte carlo
monte carlo simulation
markov chain
importance sampling
simulation study
markovian decision
adaptive sampling
particle filter
monte carlo methods
monte carlo tree search
stochastic approximation
high dimensional
linear combination
optimal strategy
temporal difference
point processes