Delayed rejection Hamiltonian Monte Carlo for sampling multiscale distributions.
Chirag ModiAlex BarnettBob CarpenterPublished in: CoRR (2021)
Keyphrases
- monte carlo
- multiscale
- importance sampling
- adaptive sampling
- monte carlo simulation
- probability distribution
- markov chain
- monte carlo methods
- random variables
- monte carlo method
- image processing
- optimal strategy
- particle filter
- monte carlo tree search
- markovian decision
- matrix inversion
- markov chain monte carlo
- image segmentation
- stochastic approximation
- game tree search
- variance reduction
- temporal difference
- confidence intervals
- search algorithm
- quasi monte carlo