The Monte Carlo wave-function method: A robust adaptive algorithm and a study in convergence.
Miklós KornyikAndrás VukicsPublished in: Comput. Phys. Commun. (2019)
Keyphrases
- monte carlo
- monte carlo simulation
- simulation study
- objective function
- importance sampling
- stochastic approximation
- convergence rate
- dynamic programming
- monte carlo method
- cost function
- markov chain
- computational cost
- adaptive sampling
- computational complexity
- detection algorithm
- iterative algorithms
- monte carlo methods
- learning algorithm
- parameter estimation
- particle filter
- optimal solution
- em algorithm
- monte carlo tree search
- kalman filter
- worst case
- model free
- genetic algorithm
- sampling methods
- search space
- temporal difference
- markov chain monte carlo
- optimal strategy
- probabilistic model
- support vector machine
- bayesian framework
- simulated annealing
- machine learning