Accelerating Monte Carlo Bayesian Prediction via Approximating Predictive Uncertainty Over the Simplex.
Yufei CuiWuguannan YaoQiao LiAntoni B. ChanChun Jason XuePublished in: IEEE Trans. Neural Networks Learn. Syst. (2022)
Keyphrases
- monte carlo
- monte carlo methods
- predictive model
- importance sampling
- decision theory
- markov chain
- monte carlo simulation
- adaptive sampling
- prediction model
- monte carlo tree search
- markov chain monte carlo
- simulation study
- variance reduction
- monte carlo method
- confidence intervals
- posterior probability
- bayesian inference
- linear programming
- matrix inversion
- markovian decision
- optimal strategy
- bayesian networks
- conditional probabilities
- graphical models