DiCE: The Infinitely Differentiable Monte-Carlo Estimator.
Jakob N. FoersterGregory FarquharMaruan Al-ShedivatTim RocktäschelEric P. XingShimon WhitesonPublished in: CoRR (2018)
Keyphrases
- monte carlo
- importance sampling
- variance reduction
- finite number
- monte carlo simulation
- markov chain
- confidence intervals
- monte carlo methods
- simulation study
- maximum likelihood
- maximum a posteriori
- least squares
- objective function
- monte carlo tree search
- stochastic approximation
- particle filter
- optimal strategy
- adaptive sampling
- point processes
- markovian decision
- policy evaluation
- monte carlo method
- temporal difference
- matrix inversion
- probabilistic model
- lower bound