Improvement on Monte Carlo estimation of HPD intervals.
Hoa LeUyen Hoang PhamPhuong NguyenThe Bao PhamPublished in: Commun. Stat. Simul. Comput. (2020)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- markov chain
- simulation study
- monte carlo methods
- adaptive sampling
- particle filter
- confidence intervals
- monte carlo tree search
- monte carlo method
- parameter estimation
- stochastic approximation
- global illumination
- matrix inversion
- markovian decision
- optimal strategy
- variance reduction
- game tree
- state space