Unbiased monte carlo computation of smooth functions of expectations via Taylor expansions.

Jose H. Blanchet Nan Chen Peter W. Glynn

Published in: WSC (2015)

Keyphrases

monte carlo
smooth functions
matrix inversion
monte carlo simulation
importance sampling
markov chain
closely related
markovian decision
monte carlo tree search
particle filter
machine learning
input space
natural images
search space
decision trees
computer vision
learning algorithm