Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments.
Ida HertelMichael KohlerPublished in: Comput. Stat. Data Anal. (2013)
Keyphrases
- monte carlo
- optimal design
- monte carlo simulation
- importance sampling
- semi parametric
- parametric models
- markov chain
- simulation study
- regression model
- monte carlo methods
- conditional density estimation
- monte carlo tree search
- water supply
- adaptive sampling
- variance reduction
- matrix inversion
- point processes
- markovian decision
- nonlinear functions
- search algorithm
- regression problems
- linear regression
- model selection
- particle filter
- support vector machine