On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness.
Murat A. ErdogduRasa HosseinzadehPublished in: COLT (2021)
Keyphrases
- monte carlo
- stochastic approximation
- monte carlo simulation
- importance sampling
- markov chain
- monte carlo methods
- particle filter
- simulation study
- variance reduction
- monte carlo tree search
- cost function
- markovian decision
- matrix inversion
- temporal difference
- monte carlo method
- convergence rate
- prior information
- game tree search
- optimal strategy
- global illumination
- objective function