Using Supervised Learning to Improve Monte Carlo Integral Estimation
Brendan D. TraceyDavid H. WolpertJuan J. AlonsoPublished in: CoRR (2011)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- supervised learning
- markov chain
- monte carlo methods
- simulation study
- temporal difference
- adaptive sampling
- matrix inversion
- training data
- point processes
- optimal strategy
- monte carlo tree search
- stochastic approximation
- global illumination
- machine learning
- kernel function
- parameter estimation
- particle filter
- reinforcement learning
- quasi monte carlo
- markovian decision