Adaptive stratified Monte Carlo algorithm for numerical computation of integrals.
Toni SayahPublished in: Math. Comput. Simul. (2019)
Keyphrases
- monte carlo
- matrix inversion
- importance sampling
- dynamic programming
- monte carlo simulation
- learning algorithm
- stochastic approximation
- simulation study
- adaptive sampling
- monte carlo tree search
- convergence rate
- expectation maximization
- markov chain
- probabilistic model
- computational complexity
- detection algorithm
- particle filter
- simulated annealing
- computational cost
- search space
- optimal solution
- genetic algorithm