Neural network gradient Hamiltonian Monte Carlo.
Lingge LiAndrew HolbrookBabak ShahbabaPierre BaldiPublished in: Comput. Stat. (2019)
Keyphrases
- monte carlo
- neural network
- markov chain
- monte carlo simulation
- importance sampling
- artificial neural networks
- particle filter
- back propagation
- markov chain monte carlo
- adaptive sampling
- monte carlo tree search
- global illumination
- monte carlo methods
- simulation study
- markovian decision
- temporal difference
- optimal strategy
- monte carlo method
- stochastic approximation
- radial basis function
- least squares
- quasi monte carlo