A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions.
Takashi GodaPublished in: CoRR (2021)
Keyphrases
- monte carlo
- quasi monte carlo
- high dimensions
- variance reduction
- high dimensional data
- high dimensional
- particle filter
- markov chain
- importance sampling
- state space
- monte carlo simulation
- matrix inversion
- high dimensional spaces
- poor quality
- sample size
- visual tracking
- search algorithm
- pattern recognition
- low resolution
- probability distribution