Multi-fidelity Monte Carlo: a pseudo-marginal approach.
Diana CaiRyan P. AdamsPublished in: CoRR (2022)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- adaptive sampling
- monte carlo methods
- temporal difference
- markovian decision
- simulation study
- particle filter
- point processes
- uct algorithm
- monte carlo tree search
- optimal strategy
- probability distribution
- genetic algorithm
- confidence intervals
- matrix inversion
- conditional density estimation