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Explicit Mean-Square Error Bounds for Monte-Carlo and Linear Stochastic Approximation.
Shuhang Chen
Adithya M. Devraj
Ana Busic
Sean P. Meyn
Published in:
AISTATS (2020)
Keyphrases
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monte carlo
stochastic approximation
markovian decision
variance reduction
markov chain
monte carlo simulation
lower bound
importance sampling
matrix inversion
monte carlo tree search
upper bound
adaptive sampling
monte carlo methods
reinforcement learning
state space
particle filter