Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations.
Junichi ImaiReiichiro KawaiPublished in: SIAM J. Sci. Comput. (2010)
Keyphrases
- monte carlo method
- random vectors
- markov chain
- monte carlo
- random variables
- bayesian learning
- genetic algorithm
- marginal distributions
- posterior distribution
- maximum likelihood estimation
- probability distribution
- learning machines
- multiresolution
- dynamic programming
- state space
- support vector
- machine learning
- markov chain monte carlo
- generalized gaussian
- multiscale