Wavelet Monte Carlo: a principle for sampling from complex distributions.
Walter R. GilksLukas CironisStuart BarberPublished in: Stat. Comput. (2023)
Keyphrases
- monte carlo
- adaptive sampling
- monte carlo simulation
- importance sampling
- markov chain
- monte carlo methods
- simulation study
- particle filter
- monte carlo tree search
- matrix inversion
- probability distribution
- wavelet transform
- monte carlo method
- stochastic approximation
- markovian decision
- variance reduction
- temporal difference
- wavelet coefficients
- random variables
- denoising