Regression-Based Complexity Reduction of the Nested Monte Carlo Methods.

Denis Belomestny Stefan Häfner Mikhail Urusov

Published in: SIAM J. Financial Math. (2018)

Keyphrases

monte carlo methods
complexity reduction
monte carlo
image coding
fractal image compression
computational complexity
bayesian networks
simulated annealing
monte carlo method
quality degradation
neural network
nearest neighbor
genetic algorithm
image data
image compression
markov chain