Langevin Monte Carlo without Smoothness.
Niladri S. ChatterjiJelena DiakonikolasMichael I. JordanPeter L. BartlettPublished in: CoRR (2019)
Keyphrases
- monte carlo
- monte carlo methods
- monte carlo simulation
- markov chain
- importance sampling
- cost function
- monte carlo tree search
- objective function
- particle filter
- monte carlo method
- markovian decision
- simulation study
- temporal difference
- stochastic approximation
- adaptive sampling
- variance reduction
- reinforcement learning
- prior information
- matrix inversion
- search algorithm
- point processes
- uct algorithm
- quasi monte carlo