An Optimal Algorithm for Monte Carlo Estimation (Extended Abstract).
Paul DagumRichard M. KarpMichael LubySheldon M. RossPublished in: FOCS (1995)
Keyphrases
- monte carlo
- extended abstract
- monte carlo simulation
- importance sampling
- optimal solution
- dynamic programming
- optimal strategy
- worst case
- learning algorithm
- simulation study
- detection algorithm
- objective function
- np hard
- markov chain
- estimation error
- expectation maximization
- simulated annealing
- computational cost
- markov chain monte carlo
- stochastic approximation