Efficiency of Monte Carlo computations in very high dimensional spaces.
István DeákPublished in: Central Eur. J. Oper. Res. (2011)
Keyphrases
- monte carlo
- high dimensional spaces
- monte carlo simulation
- markov chain
- nearest neighbor
- high dimensional
- importance sampling
- monte carlo methods
- euclidean distance
- dimensional data
- high dimensional data
- temporal difference
- markovian decision
- adaptive sampling
- matrix inversion
- high dimensionality
- particle filter
- low dimensional
- dimensionality reduction
- machine learning
- monte carlo tree search
- neural network
- data sets