On the performance of nonlinear importance samplers and population Monte Carlo schemes.
Joaquín MíguezPublished in: DSP (2017)
Keyphrases
- monte carlo
- markov chain monte carlo
- monte carlo simulation
- monte carlo methods
- markov chain
- importance sampling
- monte carlo tree search
- simulation study
- particle filter
- adaptive sampling
- monte carlo method
- markovian decision
- stochastic approximation
- temporal difference
- bayesian inference
- variance reduction
- global illumination
- matrix inversion
- optimal strategy
- random sampling
- game tree search
- machine learning
- point processes