On the Convergence of Hamiltonian Monte Carlo with Stochastic Gradients.
Difan ZouQuanquan GuPublished in: ICML (2021)
Keyphrases
- monte carlo
- stochastic approximation
- monte carlo simulation
- markov chain
- monte carlo methods
- point processes
- markovian decision
- importance sampling
- temporal difference
- particle filter
- convergence rate
- monte carlo method
- matrix inversion
- monte carlo tree search
- optimal strategy
- markov chain monte carlo
- game tree search
- global illumination
- policy evaluation
- adaptive sampling
- quasi monte carlo
- least squares