Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence.
Rémi LelucFrançois PortierJohan SegersAigerim ZhumanPublished in: CoRR (2023)
Keyphrases
- monte carlo
- optimal strategy
- stochastic approximation
- optimal control
- markov chain
- monte carlo simulation
- importance sampling
- control system
- adaptive sampling
- particle filter
- monte carlo methods
- dynamic programming
- monte carlo tree search
- monte carlo method
- control strategy
- global illumination
- simulation study
- point processes
- markovian decision
- game tree
- variance reduction
- convergence rate
- state space