Improvement of calculating triple integral based on Monte-Carlo algorithm.
Man-Zhi LiHongtao WangYou-Jian ShenPublished in: ICMLC (2010)
Keyphrases
- monte carlo
- detection algorithm
- learning algorithm
- dynamic programming
- markov chain
- importance sampling
- computational cost
- simulation study
- monte carlo simulation
- computational complexity
- probabilistic model
- matrix inversion
- stochastic approximation
- simulated annealing
- markovian decision
- monte carlo tree search
- temporal difference
- expectation maximization
- np hard
- objective function