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On two-stage Monte Carlo tests of composite hypotheses.
Adrian J. Baddeley
Andrew Hardegen
Thomas Lawrence
Robin K. Milne
Gopalan M. Nair
Suman Rakshit
Published in:
Comput. Stat. Data Anal. (2017)
Keyphrases
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monte carlo
markov chain
monte carlo simulation
importance sampling
monte carlo methods
adaptive sampling
monte carlo tree search
particle filter
confidence intervals
simulation study
monte carlo method
variance reduction
policy evaluation
matrix inversion
uct algorithm
markovian decision