Why Does Monte Carlo Fail to Work Properly in High-Dimensional Optimization Problems?
Boris T. PolyakPavel S. ShcherbakovPublished in: J. Optim. Theory Appl. (2017)
Keyphrases
- monte carlo
- optimization problems
- high dimensional
- evolutionary algorithm
- monte carlo simulation
- markov chain
- metaheuristic
- cost function
- importance sampling
- low dimensional
- particle filter
- objective function
- high dimensional data
- monte carlo tree search
- matrix inversion
- monte carlo method
- dimensionality reduction
- data points
- combinatorial optimization
- monte carlo methods
- feature space
- markovian decision
- kernel function
- noisy data
- temporal difference
- bayesian networks
- graphical models
- game tree
- dynamic programming
- adaptive sampling
- point processes