Quasi-Monte Carlo: A high-dimensional experiment.
Ilya M. SobolBoris ShukhmanPublished in: Monte Carlo Methods Appl. (2014)
Keyphrases
- high dimensional
- quasi monte carlo
- monte carlo
- variance reduction
- low dimensional
- particle filter
- dimensionality reduction
- state space
- similarity search
- variable selection
- feature space
- high dimensional data
- high dimensionality
- dimension reduction
- dynamic programming
- data points
- support vector machine
- appearance model