Monte Carlo Integration with adaptive variance selection for improved stochastic Efficient Global Optimization.
Felipe CarraroRafael Holdorf LopezLeandro Fleck Fadel MiguelAndré Jacomel ToriiPublished in: CoRR (2019)
Keyphrases
- monte carlo
- global optimization
- variance reduction
- adaptive sampling
- monte carlo simulation
- markov chain
- point processes
- monte carlo methods
- particle swarm optimization
- importance sampling
- stochastic approximation
- pso algorithm
- global search
- monte carlo tree search
- global solution
- markovian decision
- particle filter
- monte carlo method
- temporal difference
- constrained global optimization
- deterministic annealing
- matrix inversion
- light transport
- image completion
- quasi monte carlo
- genetic algorithm