Path Integral Sampler: A Stochastic Control Approach For Sampling.
Qinsheng ZhangYongxin ChenPublished in: ICLR (2022)
Keyphrases
- stochastic control
- sequential monte carlo
- metropolis hastings
- markov chain monte carlo
- monte carlo
- queueing systems
- control problems
- brownian motion
- optimal control
- operations management
- posterior distribution
- markov chain
- reinforcement learning
- random sampling
- particle filtering
- parameter estimation
- generative model
- particle filter
- vector valued
- probabilistic model