Improving population Monte Carlo: Alternative weighting and resampling schemes.
Víctor ElviraLuca MartinoDavid LuengoMónica F. BugalloPublished in: Signal Process. (2017)
Keyphrases
- monte carlo
- importance sampling
- monte carlo method
- markov chain
- monte carlo methods
- monte carlo simulation
- variance reduction
- monte carlo tree search
- simulation study
- temporal difference
- adaptive sampling
- uct algorithm
- stochastic approximation
- particle filter
- markovian decision
- matrix inversion
- point processes
- markov chain monte carlo
- upper bound
- optimal strategy
- global illumination