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We introduce inference trees (ITs), a new class of inference methods that build on ideas from Monte Carlo tree search to perform adaptive sampling in a manner that balances exploration with exploitation, ensures consistency, and alleviates pathologies in existing adaptive methods.
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F. Liang, C. Liu, and R. Carroll · 2011
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J. Bérard, P. Del Moral, A. Doucet, et al · 2014
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Adaptive strategy for stratified Monte Carlo sampling
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Adaptive importance sampling: the past, the present, and the future
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