Adaptive Monte Carlo Multiple Testing via Multi-Armed Bandits.

Martin J. Zhang James Zou David Tse

Published in: ICML (2019)

Keyphrases

monte carlo
multi armed bandits
adaptive sampling
monte carlo simulation
importance sampling
markov chain
monte carlo methods
point processes
markovian decision
markov chain monte carlo
monte carlo tree search
machine learning
optimal strategy
matrix inversion
particle filter
linear programming
least squares