Filtering with State-Observation Examples via Kernel Monte Carlo Filter.
Motonobu KanagawaYu NishiyamaArthur GrettonKenji FukumizuPublished in: Neural Comput. (2016)
Keyphrases
- monte carlo
- monte carlo simulation
- importance sampling
- markov chain
- monte carlo tree search
- adaptive sampling
- monte carlo methods
- filtering algorithm
- markovian decision
- monte carlo method
- state space
- bilateral filter
- simulation study
- temporal difference
- matrix inversion
- kernel function
- point processes
- optimal strategy
- kernel methods
- policy evaluation
- markov decision processes
- particle filter
- quasi monte carlo
- support vector