Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of multi-step gradients.
Yuansi ChenRaaz DwivediMartin J. WainwrightBin YuPublished in: CoRR (2019)
Keyphrases
- monte carlo
- multi step
- monte carlo simulation
- importance sampling
- monte carlo methods
- markov chain
- adaptive sampling
- knn
- markovian decision
- monte carlo tree search
- temporal difference
- k nearest neighbor
- particle filter
- semi supervised
- matrix inversion
- active learning
- evolutionary algorithm
- variance reduction
- light transport
- learning process
- training set
- search algorithm
- training data