Pseudo-Marginal Hamiltonian Monte Carlo.
Johan AlenlövArnoud DoucetFredrik LindstenPublished in: J. Mach. Learn. Res. (2021)
Keyphrases
- monte carlo
- monte carlo methods
- markov chain
- monte carlo simulation
- importance sampling
- simulation study
- stochastic approximation
- probability distribution
- adaptive sampling
- monte carlo method
- markovian decision
- monte carlo tree search
- game tree search
- variance reduction
- particle filter
- optimal strategy
- matrix inversion
- temporal difference
- point processes
- quasi monte carlo