An Extendable Python Implementation of Robust Optimisation Monte Carlo.
Vasilis GkolemisMichael GutmannHenri PesonenPublished in: CoRR (2023)
Keyphrases
- monte carlo
- importance sampling
- markov chain
- monte carlo simulation
- monte carlo tree search
- monte carlo methods
- adaptive sampling
- stochastic approximation
- temporal difference
- markovian decision
- simulation study
- optimal strategy
- markov chain monte carlo
- machine learning
- monte carlo method
- random sampling
- matrix inversion
- graphical models
- open source
- active learning
- genetic algorithm