Efficient Monte Carlo simulation via the generalized splitting method.
Zdravko I. BotevDirk P. KroesePublished in: Stat. Comput. (2012)
Keyphrases
- monte carlo simulation
- synthetic data
- computationally efficient
- high accuracy
- high efficiency
- optimization method
- prior knowledge
- cost function
- computational cost
- classification method
- preprocessing
- markov chain
- support vector machine
- high precision
- detection method
- edge detection
- data sets
- pairwise
- computational complexity
- video sequences
- reinforcement learning
- similarity measure
- image sequences
- learning algorithm