Monte-Carlo based uncertainty analysis: Sampling efficiency and sampling convergence.
Hans JanssenPublished in: Reliab. Eng. Syst. Saf. (2013)
Keyphrases
- monte carlo
- adaptive sampling
- stochastic approximation
- importance sampling
- monte carlo methods
- monte carlo simulation
- markov chain
- particle filter
- simulation study
- markov chain monte carlo
- markovian decision
- point processes
- temporal difference
- monte carlo tree search
- random sampling
- computational complexity
- global illumination
- optimal strategy
- dynamic programming