A simple method for implementing Monte Carlo tests.
Dong DingAxel GandyGeorg HahnPublished in: Comput. Stat. (2020)
Keyphrases
- monte carlo
- monte carlo simulation
- monte carlo tree search
- markov chain
- importance sampling
- monte carlo methods
- adaptive sampling
- simulation study
- particle filter
- monte carlo method
- point processes
- matrix inversion
- stochastic approximation
- markovian decision
- state space
- global illumination
- variance reduction
- temporal difference
- optimal strategy
- confidence intervals
- sample size
- least squares