From Random Matrices to Monte Carlo Integration Via Gaussian Quadrature.
Rémi BardenetAdrien HardyPublished in: SSP (2018)
Keyphrases
- monte carlo
- monte carlo method
- monte carlo simulation
- markov chain
- covariance matrices
- importance sampling
- monte carlo methods
- particle filter
- markovian decision
- monte carlo tree search
- adaptive sampling
- maximum likelihood
- simulation study
- stochastic approximation
- global illumination
- matrix inversion
- singular value decomposition
- point processes
- optimal strategy
- temporal difference
- variance reduction
- quasi monte carlo
- upper bound