High-dimensional and higher-order multifidelity Monte Carlo estimators.
Alessio QuaglinoSimone PezzutoRolf KrausePublished in: J. Comput. Phys. (2019)
Keyphrases
- monte carlo
- higher order
- high dimensional
- variance reduction
- conditional density estimation
- low dimensional
- policy evaluation
- confidence intervals
- markov chain
- monte carlo simulation
- dimensionality reduction
- pairwise
- high order
- markov random field
- importance sampling
- feature space
- monte carlo methods
- optimal strategy
- particle filter
- monte carlo method
- stochastic approximation
- markovian decision
- adaptive sampling
- monte carlo tree search
- high dimensional data
- data points
- markov chain monte carlo
- simulation study
- input space
- state space
- temporal difference
- game tree search
- global illumination
- point processes
- learning algorithm