Denoising Monte Carlo sensitivity estimates.
Wanmo KangKyoung-Kuk KimHayong ShinPublished in: Oper. Res. Lett. (2012)
Keyphrases
- monte carlo
- denoising
- importance sampling
- image denoising
- confidence intervals
- total variation
- monte carlo simulation
- image processing
- markov chain
- simulation study
- noisy images
- monte carlo tree search
- particle filter
- monte carlo method
- adaptive sampling
- monte carlo methods
- variance reduction
- stochastic approximation
- matrix inversion
- quasi monte carlo
- point processes
- policy evaluation
- optimal strategy
- markov chain monte carlo