Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints.
Gui-Hua LinHuifu XuMasao FukushimaPublished in: Math. Methods Oper. Res. (2008)
Keyphrases
- monte carlo
- quasi monte carlo
- sampling methods
- adaptive sampling
- variance reduction
- markov chain
- particle filter
- mathematical programs with equilibrium constraints
- importance sampling
- class imbalance
- random sampling
- markov chain monte carlo
- sampling algorithm
- learning algorithm
- original data
- text classification
- knn
- data streams