Gradient estimation for applied Monte Carlo analyses.

Robert E. Melchers Mukshed Ahammed

Published in: Reliab. Eng. Syst. Saf. (2002)

Keyphrases

monte carlo
gradient estimation
variance reduction
monte carlo simulation
markov chain
particle filter
importance sampling
monte carlo methods
monte carlo tree search
adaptive sampling
machine learning
decision trees
sample size
particle filtering
temporal difference
markovian decision