Optimal Monte Carlo Estimation of Belief Network Inference
Malcolm PradhanPaul DagumPublished in: CoRR (2013)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- optimal strategy
- markov chain
- monte carlo methods
- adaptive sampling
- monte carlo tree search
- particle filter
- simulation study
- variance reduction
- monte carlo method
- matrix inversion
- temporal difference
- optimal solution
- stochastic approximation
- estimation error
- quasi monte carlo
- markovian decision
- confidence intervals
- density estimation
- dynamic programming
- lower bound