Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM.
Wolfgang JankPublished in: Comput. Stat. Data Anal. (2005)
Keyphrases
- monte carlo
- monte carlo sampling
- markov chain
- importance sampling
- monte carlo methods
- adaptive sampling
- markovian decision
- particle filter
- monte carlo simulation
- temporal difference
- expectation maximization
- monte carlo tree search
- point processes
- dynamic scenes
- matrix inversion
- probabilistic model
- quasi monte carlo
- computational complexity