A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications.
Giray ÖktenPublished in: Monte Carlo Methods Appl. (1996)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- adaptive sampling
- monte carlo methods
- probabilistic model
- monte carlo tree search
- markovian decision
- temporal difference
- particle filter
- stochastic approximation
- matrix inversion
- upper bound
- point processes
- policy evaluation
- step size
- probability distribution