Monte Carlo Algorithm for Least Dependent Non-Negative Mixture Decomposition
Sergey A. AstakhovHarald StögbauerAlexander KraskovPeter GrassbergerPublished in: CoRR (2006)
Keyphrases
- monte carlo
- learning algorithm
- markov chain
- monte carlo simulation
- kalman filter
- simulation study
- objective function
- monte carlo tree search
- worst case
- matrix inversion
- expectation maximization
- stochastic approximation
- markovian decision
- adaptive sampling
- dynamic programming
- convergence rate
- bayesian framework
- temporal difference
- sampling algorithm
- game tree search
- generative model
- particle filter
- monte carlo methods
- probabilistic model
- computational cost
- point processes