Subsampling-Based Approximate Monte Carlo for Discrete Distributions.
Yutian ChenZoubin GhahramaniPublished in: CoRR (2015)
Keyphrases
- monte carlo
- policy evaluation
- importance sampling
- monte carlo simulation
- markov chain
- simulation study
- probability distribution
- monte carlo methods
- confidence intervals
- optimal strategy
- variance reduction
- monte carlo method
- stochastic approximation
- matrix inversion
- particle filter
- markovian decision
- game tree
- learning algorithm
- monte carlo tree search
- adaptive sampling
- temporal difference