An adaptive Monte Carlo integration algorithm with general division approach.
Mahmoud H. AlrefaeiHoussam M. Abdul-RahmanPublished in: Math. Comput. Simul. (2008)
Keyphrases
- monte carlo
- monte carlo simulation
- simulation study
- importance sampling
- learning algorithm
- markov chain
- detection algorithm
- optimal solution
- stochastic approximation
- computational complexity
- np hard
- dynamic programming
- probabilistic model
- worst case
- optimal strategy
- objective function
- matrix inversion
- markov chain monte carlo
- kernel methods
- expectation maximization
- computational cost