Beyond Log-concavity: Provable Guarantees for Sampling Multi-modal Distributions using Simulated Tempering Langevin Monte Carlo.
Holden LeeAndrej RisteskiRong GePublished in: NeurIPS (2018)
Keyphrases
- multi modal
- monte carlo
- markov chain monte carlo
- markov chain
- importance sampling
- bayesian inference
- particle filter
- multi modality
- adaptive sampling
- probability distribution
- random variables
- monte carlo tree search
- restricted boltzmann machine
- gaussian distribution
- multiple modalities
- point processes
- uni modal
- variance reduction
- object tracking
- high dimensional
- image sequences
- particle filtering
- dynamic programming