Multilevel Monte Carlo Approximation of Functions.
Sebastian KrumscheidFabio NobilePublished in: SIAM/ASA J. Uncertain. Quantification (2018)
Keyphrases
- monte carlo
- markovian decision
- importance sampling
- markov chain
- adaptive sampling
- simulation study
- monte carlo tree search
- monte carlo methods
- stochastic approximation
- monte carlo simulation
- optimal strategy
- monte carlo method
- particle filter
- global illumination
- state space
- variance reduction
- genetic algorithm
- graphical models
- computational cost
- feature space