Simulation and the Monte Carlo Method.
About: This article is published in Biometrics.The article was published on 1983-03-01. It has received 1897 citations till now. The article focuses on the topics: Monte Carlo method.
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01 Jan 1988TL;DR: This book provides a clear and simple account of the key ideas and algorithms of reinforcement learning, which ranges from the history of the field's intellectual foundations to the most recent developments and applications.
Abstract: Reinforcement learning, one of the most active research areas in artificial intelligence, is a computational approach to learning whereby an agent tries to maximize the total amount of reward it receives when interacting with a complex, uncertain environment. In Reinforcement Learning, Richard Sutton and Andrew Barto provide a clear and simple account of the key ideas and algorithms of reinforcement learning. Their discussion ranges from the history of the field's intellectual foundations to the most recent developments and applications. The only necessary mathematical background is familiarity with elementary concepts of probability. The book is divided into three parts. Part I defines the reinforcement learning problem in terms of Markov decision processes. Part II provides basic solution methods: dynamic programming, Monte Carlo methods, and temporal-difference learning. Part III presents a unified view of the solution methods and incorporates artificial neural networks, eligibility traces, and planning; the two final chapters present case studies and consider the future of reinforcement learning.
37,989 citations
Cites methods from "Simulation and the Monte Carlo Meth..."
...Coverage of Monte Carlo methods in this sense can be found in several textbooks (e.g., Kalos and Whitlock, 1986; Rubinstein, 1981)....
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Book•
01 May 1995TL;DR: The leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization.
Abstract: The leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The treatment focuses on basic unifying themes, and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research, and other fields. It also addresses extensively the practical application of the methodology, possibly through the use of approximations, and provides an extensive treatment of the far-reaching methodology of Neuro-Dynamic Programming/Reinforcement Learning.
10,834 citations
TL;DR: In this paper, the EM algorithm converges to a local maximum or a stationary value of the (incomplete-data) likelihood function under conditions that are applicable to many practical situations.
Abstract: Two convergence aspects of the EM algorithm are studied: (i) does the EM algorithm find a local maximum or a stationary value of the (incomplete-data) likelihood function? (ii) does the sequence of parameter estimates generated by EM converge? Several convergence results are obtained under conditions that are applicable to many practical situations Two useful special cases are: (a) if the unobserved complete-data specification can be described by a curved exponential family with compact parameter space, all the limit points of any EM sequence are stationary points of the likelihood function; (b) if the likelihood function is unimodal and a certain differentiability condition is satisfied, then any EM sequence converges to the unique maximum likelihood estimate A list of key properties of the algorithm is included
3,414 citations
TL;DR: An overview of recent work on ant algorithms, that is, algorithms for discrete optimization that took inspiration from the observation of ant colonies' foraging behavior, and the ant colony optimization (ACO) metaheuristic is presented.
Abstract: This article presents an overview of recent work on ant algorithms, that is, algorithms for discrete optimization that took inspiration from the observation of ant colonies' foraging behavior, and introduces the ant colony optimization (ACO) metaheuristic. In the first part of the article the basic biological findings on real ants are reviewed and their artificial counterparts as well as the ACO metaheuristic are defined. In the second part of the article a number of applications of ACO algorithms to combinatorial optimization and routing in communications networks are described. We conclude with a discussion of related work and of some of the most important aspects of the ACO metaheuristic.
2,862 citations
TL;DR: This purpose of this introductory paper is to introduce the Monte Carlo method with emphasis on probabilistic machine learning and review the main building blocks of modern Markov chain Monte Carlo simulation.
Abstract: This purpose of this introductory paper is threefold. First, it introduces the Monte Carlo method with emphasis on probabilistic machine learning. Second, it reviews the main building blocks of modern Markov chain Monte Carlo simulation, thereby providing and introduction to the remaining papers of this special issue. Lastly, it discusses new interesting research horizons.
2,579 citations
Cites background from "Simulation and the Monte Carlo Meth..."
...Importance sampling is an alternative “classical” solution that goes back to the 1940’s; see for example (Geweke, 1989; Rubinstein, 1981)....
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