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Retirement prediction helps individuals and institutions make informed financial, lifestyle, and workforce decisions based on estimated retirement portfolios. This paper attempts to predict retirement using Monte Carlo simulations, allowing…

Portfolio Management · Quantitative Finance 2023-11-22 Aditya Gupta , Vijay K. Tayal

The algorithm for Monte Carlo simulation of parton-level events based on an Artificial Neural Network (ANN) proposed in arXiv:1810.11509 is used to perform a simulation of $H\to 4\ell$ decay. Improvements in the training algorithm have been…

High Energy Physics - Phenomenology · Physics 2021-02-03 I-Kai Chen , Matthew D. Klimek , Maxim Perelstein

Dynamic Programming (DP) suffers from the well-known ``curse of dimensionality'', further exacerbated by the need to compute expectations over process noise in stochastic models. This paper presents a Monte Carlo-based sampling approach for…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Mohammad S. Ramadan , Ahmad Al-Tawaha , Mohamed Shouman , Ahmed Atallah , Ming Jin

Advances in reinforcement learning (RL) often rely on massive compute resources and remain notoriously sample inefficient. In contrast, the human brain is able to efficiently learn effective control strategies using limited resources. This…

Machine Learning · Computer Science 2024-01-30 Burcu Küçükoğlu , Walraaf Borkent , Bodo Rueckauer , Nasir Ahmad , Umut Güçlü , Marcel van Gerven

Recent advances in Reinforcement Learning (RL) largely benefit from the inclusion of Deep Neural Networks, boosting the number of novel approaches proposed in the field of Deep Reinforcement Learning (DRL). These techniques demonstrate the…

Machine Learning · Computer Science 2025-07-30 Giovanni Dispoto , Paolo Bonetti , Marcello Restelli

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

Deep reinforcement learning has been successfully applied to several visual-input tasks using model-free methods. In this paper, we propose a model-based approach that combines learning a DNN-based transition model with Monte Carlo tree…

Artificial Intelligence · Computer Science 2018-03-23 Stephan Alaniz

By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including…

Statistical Mechanics · Physics 2007-05-23 Ligang Chen , Michael W. Deem

In many applications, it is of interest to approximate data, given by mxn matrix A, by a matrix B of at most rank k, which is much smaller than m and n. The best approximation is given by singular value decomposition, which is too time…

Numerical Analysis · Mathematics 2007-05-23 Shmuel Friedland , Mostafa Kaveh , Amir Niknejad , Hossein Zare

We examine the complexity of the ``Texas Hold'em'' variant of poker from a topological perspective. We show that there exists a natural simplicial complex governing the multi-way winning probabilities between various hands, and that this…

Algebraic Topology · Mathematics 2025-10-14 Laurent Bartholdi , Roman Mikhailov

Stochastic optimal control and games have a wide range of applications, from finance and economics to social sciences, robotics, and energy management. Many real-world applications involve complex models that have driven the development of…

Optimization and Control · Mathematics 2024-03-12 Ruimeng Hu , Mathieu Laurière

We develop a technique for generalising from data in which models are samplers represented as program text. We establish encouraging empirical results that suggest that Markov chain Monte Carlo probabilistic programming inference techniques…

Artificial Intelligence · Computer Science 2014-07-11 Yura N. Perov , Frank D. Wood

Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…

Computer Science and Game Theory · Computer Science 2020-04-21 Kuo Chun Tsai , Zhu Han

We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

Deep probabilistic programming languages try to combine the advantages of deep learning with those of probabilistic programming languages. If successful, this would be a big step forward in machine learning and programming languages.…

Artificial Intelligence · Computer Science 2018-04-19 Guillaume Baudart , Martin Hirzel , Louis Mandel

During last years poker has gained a lot of prestige in several countries and, beyond to be one of the most famous card games, it represents a modern challenge for scientists belonging to different communities, spanning from artificial…

Physics and Society · Physics 2016-07-06 Marco Alberto Javarone

Advances in intelligent game playing agents have led to successes in perfect information games like Go and imperfect information games like Poker. The Information Set Monte Carlo Tree Search (ISMCTS) family of algorithms outperforms…

Artificial Intelligence · Computer Science 2020-05-15 Jack Reinhardt

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

In recent years the belief network has been used increasingly to model systems in Al that must perform uncertain inference. The development of efficient algorithms for probabilistic inference in belief networks has been a focus of much…

Artificial Intelligence · Computer Science 2013-03-08 Peter Che , Richard E. Neapolitan , James Kenevan , Martha Evens