Refined Stratified Sampling for efficient Monte Carlo based uncertainty quantification.
Michael D. ShieldsKirubel TeferraAdam HapijRaymond P. DaddazioPublished in: Reliab. Eng. Syst. Saf. (2015)
Keyphrases
- monte carlo
- stratified sampling
- monte carlo simulation
- importance sampling
- markov chain
- particle filter
- matrix inversion
- monte carlo tree search
- markovian decision
- monte carlo methods
- adaptive sampling
- random sampling
- sampling methods
- point processes
- sampling strategies
- game tree
- machine learning
- optimal strategy
- information retrieval systems