Toward Optimal Stratification for Stratified Monte-Carlo Integration.
Alexandra CarpentierRémi MunosPublished in: ICML (2) (2013)
Keyphrases
- monte carlo
- optimal strategy
- importance sampling
- simulation study
- markov chain
- monte carlo simulation
- monte carlo methods
- monte carlo tree search
- matrix inversion
- dynamic programming
- worst case
- variance reduction
- adaptive sampling
- optimal solution
- optimal control
- particle filter
- search space
- uct algorithm
- markovian decision
- point processes
- stochastic approximation
- temporal difference