Stochastic Runge-Kutta Accelerates Langevin Monte Carlo and Beyond.
Xuechen LiYi WuLester MackeyPublished in: NeurIPS (2019)
Keyphrases
- input image
- monte carlo
- runge kutta
- point processes
- monte carlo methods
- differential equations
- markov chain
- stochastic approximation
- importance sampling
- monte carlo simulation
- markovian decision
- numerical methods
- adaptive sampling
- monte carlo tree search
- particle filter
- ordinary differential equations
- machine learning