Variance Reduction for Better Sampling in Continuous Domains.
Laurent MeunierCarola DoerrJérémy RapinOlivier TeytaudPublished in: CoRR (2020)
Keyphrases
- variance reduction
- continuous domains
- sample size
- monte carlo
- importance sampling
- evolution strategy
- reinforcement learning
- confidence intervals
- evolutionary computation
- conditional independence
- genetic algorithm
- model selection
- fitness function
- continuous variables
- higher dimensional
- particle filter
- probability distribution