Quantile estimation using conditional Monte Carlo and Latin hypercube sampling.
Hui DongMarvin K. NakayamaPublished in: WSC (2017)
Keyphrases
- monte carlo
- latin hypercube sampling
- importance sampling
- markov chain
- monte carlo simulation
- adaptive sampling
- markovian decision
- monte carlo tree search
- temporal difference
- variance reduction
- monte carlo method
- monte carlo methods
- stochastic approximation
- simulation study
- uct algorithm
- particle filter
- matrix inversion