First- and second-order error estimates in Monte Carlo integration.
R. BakxRonald KleissF. VersteegenPublished in: Comput. Phys. Commun. (2016)
Keyphrases
- monte carlo
- error estimates
- error estimation
- cross validation
- markov chain
- monte carlo simulation
- importance sampling
- provably correct
- monte carlo methods
- monte carlo tree search
- monte carlo method
- adaptive sampling
- particle filter
- markov chain monte carlo
- temporal difference
- point processes
- matrix inversion
- variance reduction
- stochastic approximation
- error analysis
- state space
- bayesian networks
- decision trees