Monte Carlo Approximations of the Quantiles of a Sample Statistic.
Tak K. MakFassil NebebePublished in: Commun. Stat. Simul. Comput. (2009)
Keyphrases
- monte carlo
- variance reduction
- monte carlo methods
- policy evaluation
- markov chain
- monte carlo simulation
- importance sampling
- particle filter
- simulation study
- temporal difference
- stochastic approximation
- markovian decision
- sliding window
- monte carlo method
- matrix inversion
- monte carlo tree search
- light transport
- least squares
- adaptive sampling