Correction of a proof in "A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications".
Giray ÖktenMichael GnewuchPublished in: Monte Carlo Methods Appl. (2009)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- monte carlo methods
- monte carlo tree search
- adaptive sampling
- simulation study
- global illumination
- markovian decision
- particle filter
- generative model
- optimal strategy
- probabilistic model
- quasi monte carlo
- game tree search
- uct algorithm
- matrix inversion
- temporal difference
- stochastic approximation
- game tree
- learning algorithm
- posterior probability
- least squares
- search algorithm
- support vector