Deep neural network approximations for Monte Carlo algorithms.
Philipp GrohsArnulf JentzenDiyora SalimovaPublished in: CoRR (2019)
Keyphrases
- monte carlo
- neural network
- monte carlo methods
- stochastic approximation
- markov chain
- policy evaluation
- monte carlo simulation
- importance sampling
- variance reduction
- learning algorithm
- computational complexity
- matrix inversion
- adaptive sampling
- particle filter
- computational cost
- markov chain monte carlo
- support vector
- genetic algorithm