Convergence of Monte Carlo distribution estimates from rival samplers.
Nicholas A. HeardMelissa J. TurcottePublished in: Stat. Comput. (2016)
Keyphrases
- monte carlo
- importance sampling
- stochastic approximation
- confidence intervals
- markov chain monte carlo
- markov chain
- monte carlo simulation
- monte carlo methods
- monte carlo tree search
- simulation study
- adaptive sampling
- particle filter
- game tree search
- monte carlo method
- point processes
- bayesian inference
- random sampling
- convergence rate
- variance reduction
- probability distribution
- matrix inversion