Robust Uncertainty Quantification Using Conformalised Monte Carlo Prediction.
Daniel BethellSimos GerasimouRadu CalinescuPublished in: AAAI (2024)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- monte carlo methods
- adaptive sampling
- monte carlo method
- monte carlo tree search
- optimal strategy
- stochastic approximation
- variance reduction
- robust optimization
- confidence intervals
- particle filter
- markovian decision
- machine learning
- global illumination
- matrix inversion