Accelerating Approximate Thompson Sampling with Underdamped Langevin Monte Carlo.

Haoyang Zheng Wei Deng Christian Moya Guang Lin

Published in: AISTATS (2024)

Keyphrases

monte carlo
policy evaluation
adaptive sampling
monte carlo simulation
importance sampling
markov chain
monte carlo methods
simulation study
point processes
monte carlo tree search
variance reduction
matrix inversion
global illumination
monte carlo method
temporal difference
optimal strategy
active learning