Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo.
Yin Tat LeeRuoqi ShenKevin TianPublished in: CoRR (2020)
Keyphrases
- monte carlo
- importance sampling
- markov chain
- lower bound
- upper bound
- adaptive sampling
- monte carlo simulation
- branch and bound
- monte carlo tree search
- stochastic approximation
- monte carlo methods
- temporal difference
- simulation study
- monte carlo method
- markovian decision
- edge detection
- optimal strategy
- point processes
- particle filter
- probabilistic model