Efficient linear combination of partial Monte Carlo estimators.
David LuengoLuca MartinoVíctor ElviraMónica F. BugalloPublished in: ICASSP (2015)
Keyphrases
- linear combination
- monte carlo
- basis functions
- small number
- markov chain
- monte carlo simulation
- variance reduction
- monte carlo tree search
- adaptive sampling
- importance sampling
- locally linear
- point processes
- low rank
- monte carlo methods
- particle filter
- conditional density estimation
- markovian decision
- confidence intervals
- policy evaluation
- temporal difference
- objective function
- evaluation function
- high dimensional