Ultrafast Monte Carlo for Statistical Summations.
Michael P. HolmesAlexander G. GrayCharles Lee Isbell Jr.Published in: NIPS (2007)
Keyphrases
- monte carlo
- confidence intervals
- markov chain
- importance sampling
- adaptive sampling
- monte carlo methods
- monte carlo simulation
- variance reduction
- monte carlo tree search
- markovian decision
- support vector
- matrix inversion
- stochastic approximation
- markov chain monte carlo
- uct algorithm
- quasi monte carlo
- simulation study
- monte carlo method