Monte Carlo with kernel-based Gibbs measures: Guarantees for probabilistic herding.
Martin RouaultRémi BardenetMylène MaïdaPublished in: CoRR (2024)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- probabilistic model
- stochastic approximation
- kernel methods
- simulation study
- markov chain monte carlo
- monte carlo methods
- bayesian networks
- adaptive sampling
- optimal strategy
- model selection
- kalman filter
- monte carlo method
- generative model
- matrix inversion
- markovian decision
- temporal difference
- global illumination
- learning algorithm
- quasi monte carlo