Monte Carlo integration with subtraction.
Rudy ArthurA. D. KennedyPublished in: Comput. Phys. Commun. (2013)
Keyphrases
- monte carlo
- importance sampling
- markov chain
- monte carlo simulation
- monte carlo methods
- simulation study
- optimal strategy
- adaptive sampling
- stochastic approximation
- particle filter
- markovian decision
- monte carlo tree search
- global illumination
- monte carlo method
- policy evaluation
- matrix inversion
- temporal difference
- markov chain monte carlo
- uct algorithm
- objective function