Monte Carlo on manifolds in high dimensions.
Kerun XuMiranda C. Holmes-CerfonPublished in: J. Comput. Phys. (2024)
Keyphrases
- monte carlo
- high dimensions
- high dimensional data
- high dimensional
- low dimensional
- monte carlo simulation
- markov chain
- importance sampling
- monte carlo methods
- markovian decision
- dimensionality reduction
- poor quality
- high dimensional spaces
- adaptive sampling
- particle filter
- data points
- similarity search
- monte carlo tree search
- point processes
- search space
- variance reduction
- feature space
- machine learning