Estimation of distributions via multilevel Monte Carlo with stratified sampling.
Søren TaverniersDaniel M. TartakovskyPublished in: CoRR (2019)
Keyphrases
- monte carlo
- stratified sampling
- importance sampling
- monte carlo simulation
- markov chain
- monte carlo methods
- particle filter
- monte carlo tree search
- probability distribution
- point processes
- sampling strategies
- training data
- adaptive sampling
- temporal difference
- search algorithm
- variance reduction
- matrix inversion
- machine learning
- high dimensional
- generative model
- least squares
- active learning