On Nesting Monte Carlo Estimators.
Tom RainforthRobert CornishHongseok YangAndrew WarringtonPublished in: ICML (2018)
Keyphrases
- monte carlo
- variance reduction
- conditional density estimation
- confidence intervals
- markov chain
- policy evaluation
- importance sampling
- monte carlo simulation
- simulation study
- monte carlo methods
- monte carlo tree search
- monte carlo method
- stochastic approximation
- optimal strategy
- adaptive sampling
- markovian decision
- temporal difference
- particle filter
- matrix inversion
- quasi monte carlo