Multi-fidelity Monte Carlo: a pseudo-marginal approach.
Diana CaiRyan P. AdamsPublished in: NeurIPS (2022)
Keyphrases
- monte carlo
- monte carlo simulation
- monte carlo methods
- markov chain
- importance sampling
- adaptive sampling
- monte carlo tree search
- simulation study
- monte carlo method
- stochastic approximation
- global illumination
- optimal strategy
- uct algorithm
- markovian decision
- machine learning
- policy evaluation
- variance reduction
- temporal difference
- particle filter