Monte Carlo integration with adaptive variance reduction: an asymptotic analysis.
Leszek PlaskotaPawel PrzybylowiczLukasz T. StepienPublished in: CoRR (2022)
Keyphrases
- monte carlo
- variance reduction
- asymptotic analysis
- adaptive sampling
- quasi monte carlo
- importance sampling
- fluid model
- markov chain
- monte carlo tree search
- sample size
- search space
- particle filter
- confidence intervals
- queueing networks
- temporal difference
- feature selection
- text classification
- computational complexity
- reinforcement learning