A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models.
Eugenia KoblentsJoaquín MíguezPublished in: Stat. Comput. (2015)
Keyphrases
- monte carlo
- monte carlo simulation
- point processes
- monte carlo methods
- markov chain
- importance sampling
- particle filter
- variance reduction
- stochastic approximation
- markovian decision
- optimal strategy
- monte carlo method
- monte carlo tree search
- model construction
- adaptive sampling
- learning algorithm
- simulation study
- model selection
- probabilistic model
- bayesian networks