Higher-Order Monte Carlo through Cubic Stratification.
Nicolas ChopinMathieu GerberPublished in: SIAM J. Numer. Anal. (2024)
Keyphrases
- monte carlo
- higher order
- high order
- markov chain
- pairwise
- monte carlo simulation
- simulation study
- monte carlo method
- monte carlo methods
- markov random field
- particle filter
- monte carlo tree search
- temporal difference
- importance sampling
- optimal strategy
- matrix inversion
- dynamical systems
- global illumination
- stochastic approximation
- adaptive sampling
- markovian decision