Monte Carlo Complexity of Parametric Integration.
Stefan HeinrichEugène SindambiwePublished in: J. Complex. (1999)
Keyphrases
- monte carlo
- markov chain
- monte carlo methods
- monte carlo simulation
- importance sampling
- monte carlo tree search
- monte carlo method
- adaptive sampling
- particle filter
- optimal strategy
- stochastic approximation
- simulation study
- variance reduction
- computational complexity
- conditional density estimation
- point processes
- markovian decision
- game tree search
- matrix inversion
- global illumination
- markov chain monte carlo
- computational cost