Monte Carlo for Estimating Exponential Convolution.
Ilya B. GertsbakhEyal NeumanRadislav VaismanPublished in: Commun. Stat. Simul. Comput. (2015)
Keyphrases
- monte carlo
- monte carlo simulation
- markov chain
- adaptive sampling
- importance sampling
- simulation study
- monte carlo methods
- image processing
- monte carlo tree search
- optimal strategy
- particle filter
- variance reduction
- matrix inversion
- lower bound
- global illumination
- monte carlo method
- game tree search
- markov chain monte carlo
- least squares
- point processes
- uct algorithm
- markovian decision