most citedA survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC

7 citations · 7 across the 1 of their papers we have counts for

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cs.LG2021★ 7 cited

A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC

F. Llorente, L. Martino, J. Read +1

This survey gives an overview of Monte Carlo methodologies using surrogate models, for dealing with densities which are intractable, costly, and/or noisy. This type of problem can…