Multivariate Monte Carlo Approximation Based on Scattered Data.

Wenwu Gao Xingping Sun Zongmin Wu Xuan Zhou

Published in: SIAM J. Sci. Comput. (2020)

Keyphrases

monte carlo
monte carlo simulation
importance sampling
markovian decision
training data
markov chain
particle filter
learning algorithm
probability distribution
data points
high dimensional data
original data
stochastic approximation
monte carlo tree search