An Optimal Algorithm for Monte Carlo Estimation.
Paul DagumRichard M. KarpMichael LubySheldon M. RossPublished in: SIAM J. Comput. (2000)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- dynamic programming
- worst case
- optimal solution
- optimal strategy
- simulation study
- stochastic approximation
- np hard
- computational cost
- detection algorithm
- learning algorithm
- parameter estimation
- markov chain
- probabilistic model
- frequency domain
- computational complexity
- machine learning
- matrix inversion
- monte carlo methods
- monte carlo tree search
- point processes