Beyond Log-concavity: Provable Guarantees for Sampling Multi-modal Distributions using Simulated Tempering Langevin Monte Carlo.
Rong GeHolden LeeAndrej RisteskiPublished in: CoRR (2017)
Keyphrases
- multi modal
- monte carlo
- markov chain monte carlo
- markov chain
- bayesian inference
- importance sampling
- particle filter
- adaptive sampling
- probability distribution
- multi modality
- random variables
- high dimensional
- variance reduction
- restricted boltzmann machine
- monte carlo tree search
- object tracking
- parameter estimation
- posterior distribution
- multiple modalities
- image segmentation