Adaptive Stratified Sampling for Monte-Carlo integration of Differentiable functions
暂无分享,去创建一个
[1] H. Niederreiter. Quasi-Monte Carlo methods and pseudo-random numbers , 1978 .
[2] Dirk P. Kroese,et al. Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics) , 1981 .
[3] J. Hammersley. SIMULATION AND THE MONTE CARLO METHOD , 1982 .
[4] Paul Glasserman,et al. Monte Carlo Methods in Financial Engineering , 2003 .
[5] P. Etoré,et al. Adaptive Optimal Allocation in Stratified Sampling Methods , 2007, 0711.4514.
[6] Massimiliano Pontil,et al. Empirical Bernstein Bounds and Sample-Variance Penalization , 2009, COLT.
[7] Csaba Szepesvári,et al. Exploration-exploitation tradeoff using variance estimates in multi-armed bandits , 2009, Theor. Comput. Sci..
[8] Rémi Munos,et al. Finite Time Analysis of Stratified Sampling for Monte Carlo , 2011, NIPS.