Optimal Monte Carlo integration with fixed relative precision.
Leslaw GajekWojciech NiemiroPiotr PokarowskiPublished in: J. Complex. (2013)
Keyphrases
- monte carlo
- optimal strategy
- monte carlo simulation
- markov chain
- importance sampling
- simulation study
- monte carlo methods
- particle filter
- adaptive sampling
- monte carlo tree search
- uct algorithm
- confidence intervals
- dynamic programming
- point processes
- stochastic approximation
- monte carlo method
- variance reduction
- temporal difference
- optimal control
- worst case
- machine learning
- game tree search
- global illumination
- evaluation function
- markovian decision