Population Monte Carlo schemes with reduced path degeneracy.
Victor ElviraLuca MartinoDavid LuengoMónica F. BugalloPublished in: CAMSAP (2017)
Keyphrases
- monte carlo
- monte carlo methods
- importance sampling
- monte carlo simulation
- markov chain
- monte carlo tree search
- simulation study
- markovian decision
- particle filter
- monte carlo method
- stochastic approximation
- temporal difference
- least squares
- point processes
- adaptive sampling
- matrix inversion
- uct algorithm
- game tree search
- policy evaluation
- genetic algorithm
- variance reduction
- computational cost