An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters.
Hristos TyralisDemetris KoutsoyiannisStefanos KozanisPublished in: Comput. Stat. (2013)
Keyphrases
- monte carlo
- confidence intervals
- importance sampling
- probability distribution
- markov chain
- monte carlo simulation
- dynamic programming
- expectation maximization
- posterior probability
- stochastic approximation
- learning algorithm
- variance reduction
- monte carlo methods
- worst case
- computational complexity
- optimal solution
- parameter estimation
- feature selection
- generative model
- particle filter
- probabilistic model
- search space
- objective function
- random variables
- em algorithm
- semi supervised
- computational cost
- data streams
- monte carlo tree search