Automatic choice of driving values in Monte Carlo likelihood approximation via posterior simulations.
Anthony Y. C. KukPublished in: Stat. Comput. (2003)
Keyphrases
- monte carlo
- markovian decision
- importance sampling
- simulation study
- markov chain
- markov chain monte carlo
- monte carlo simulation
- adaptive sampling
- monte carlo methods
- posterior probability
- state space
- stochastic approximation
- posterior distribution
- confidence intervals
- point processes
- monte carlo method
- variance reduction
- temporal difference
- monte carlo tree search
- policy evaluation
- probabilistic model
- particle filter
- probability mass
- maximum likelihood
- optimal strategy
- game tree search
- learning algorithm
- bayesian framework
- support vector