An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto Distribution.

Mao Lin Huang Marco Pollanen W. K. Yuen

Published in: Monte Carlo Methods Appl. (2007)

Keyphrases

learning algorithm
search space
objective function
optimal solution
np hard
dynamic programming
k means
random variables
convex hull
machine learning
computational complexity
worst case
expectation maximization
parameter estimation
monte carlo
probability density function