Non-Volume Preserving Hamiltonian Monte Carlo and No-U-TurnSamplers.
Hadi Mohasel AfsharRafael OliveiraSally CrippsPublished in: AISTATS (2021)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- particle filter
- importance sampling
- adaptive sampling
- monte carlo methods
- markovian decision
- monte carlo tree search
- temporal difference
- variance reduction
- monte carlo method
- optimal strategy
- stochastic approximation
- markov chain monte carlo
- global illumination
- policy evaluation
- matrix inversion
- confidence intervals
- point processes
- computational cost