One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods.

Ilya M. Sobol D. I. Asotsky

Published in: Math. Comput. Simul. (2003)

Keyphrases

monte carlo methods
high dimensional
monte carlo
bayesian networks
low dimensional
simulated annealing
markov chain
noisy data
monte carlo method
least squares
similarity search
particle filter
high dimensional data
feature space
parameter space
metric space
machine learning