Sampling and Change of Measure for Monte Carlo Integration on Simplices.
Chenxiao SongReiichiro KawaiPublished in: J. Sci. Comput. (2024)
Keyphrases
- monte carlo
- importance sampling
- adaptive sampling
- markov chain
- monte carlo simulation
- markovian decision
- simulation study
- monte carlo tree search
- particle filter
- monte carlo methods
- markov chain monte carlo
- temporal difference
- variance reduction
- point processes
- policy evaluation
- confidence intervals
- stochastic approximation
- matrix inversion
- game tree search
- machine learning
- search space
- global illumination
- game tree
- probability distribution
- random sampling