12 search results - page 2 / 3 » Monte Carlo Value Iteration for Continuous-State POMDPs |
JMLR
2006
2006
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
13 years 4 months ago
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
NIPS
2008
13 years 6 months ago
2008
Sampling functions in Gaussian process (GP) models is challenging because of the highly correlated posterior distribution. We describe an efficient Markov chain Monte Carlo algori...
WSC
2004
13 years 6 months ago
2004
This paper develops a variant of Simulated Annealing (SA) algorithm for solving discrete stochastic optimization problems where the objective function is stochastic and can be eva...
AAAI
2012
11 years 7 months ago
2012
In large extensive form games with imperfect information, Counterfactual Regret Minimization (CFR) is a popular, iterative algorithm for computing approximate Nash equilibria. Whi...
CORR
2006
Springer
13 years 4 months ago
2006
Springer
Abstract-- In this paper we develop instanton method introduced in [1], [2], [3] to analyze quantitatively performance of Low-Density-Parity-Check (LDPC) codes decoded iteratively ...