Marginalized population Monte Carlo.

Mónica F. Bugallo Mingyi Hong Petar M. Djuric

Published in: ICASSP (2009)

Keyphrases

monte carlo
monte carlo simulation
importance sampling
markov chain
monte carlo methods
particle filter
monte carlo tree search
simulation study
matrix inversion
adaptive sampling
markovian decision
temporal difference
variance reduction
stochastic approximation
machine learning
policy evaluation