How to lose at Monte Carlo: a simple dynamical system whose typical statistical behavior is non-computable.
Cristobal RojasMichael YampolskyPublished in: STOC (2020)
Keyphrases
- monte carlo
- dynamical systems
- nonlinear dynamical systems
- monte carlo simulation
- markov chain
- differential equations
- importance sampling
- dynamical behavior
- dynamic systems
- confidence intervals
- monte carlo tree search
- monte carlo methods
- adaptive sampling
- state space
- point processes
- immune network
- variance reduction
- phase space
- matrix inversion
- temporal difference
- past observations
- linear dynamical systems
- reinforcement learning methods
- genetic algorithm
- predictive state representations
- particle filter
- markovian decision