Neural Control Variates for Monte Carlo Variance Reduction.

Ruosi Wan Mingjun Zhong Haoyi Xiong Zhanxing Zhu

Published in: ECML/PKDD (2) (2019)

Keyphrases

monte carlo
variance reduction
importance sampling
gradient estimation
quasi monte carlo
monte carlo simulation
markov chain
sample size
matrix inversion
particle filter
monte carlo tree search
policy evaluation
classification accuracy
temporal difference