Adaptive Monte Carlo via Bandit Allocation.

James Neufeld András György Dale Schuurmans Csaba Szepesvári

Published in: CoRR (2014)

Keyphrases

monte carlo
markov chain
adaptive sampling
monte carlo simulation
importance sampling
particle filter
simulation study
monte carlo tree search
markovian decision
stochastic approximation
monte carlo methods
monte carlo method
matrix inversion
resource allocation
optimal strategy
variance reduction
graphical models