Adaptive Multilevel Monte Carlo for Probabilities.
Abdul-Lateef Haji-AliJonathan SpenceAretha L. TeckentrupPublished in: CoRR (2021)
Keyphrases
- monte carlo
- adaptive sampling
- markov chain
- monte carlo tree search
- monte carlo simulation
- monte carlo methods
- importance sampling
- simulation study
- probability distribution
- temporal difference
- monte carlo method
- markovian decision
- stochastic approximation
- particle filter
- confidence intervals
- optimal strategy
- machine learning
- sample size
- computational cost