Optimal confidence for Monte Carlo integration of smooth functions.

Robert J. Kunsch Daniel Rudolf

Published in: Adv. Comput. Math. (2019)

Keyphrases

monte carlo
optimal strategy
smooth functions
monte carlo simulation
importance sampling
markov chain
monte carlo tree search
markovian decision
variance reduction
closely related
particle filter
dynamic programming
optimal solution
receptive fields
space time
higher order
matrix inversion
lower bound