An efficient estimation of nested expectations without conditional sampling.
Tomohiko HironakaTakashi GodaPublished in: J. Comput. Appl. Math. (2023)
Keyphrases
- parameter estimation
- importance sampling
- accurate estimation
- robust estimation
- estimation accuracy
- estimation algorithm
- estimation error
- random sampling
- database
- computationally efficient
- monte carlo
- probability distribution
- multiscale
- bayesian networks
- decision making
- information systems
- learning algorithm
- machine learning
- databases
- real time