Langevin Monte Carlo for Contextual Bandits.
Pan XuHongkai ZhengEric V. MazumdarKamyar AzizzadenesheliAnimashree AnandkumarPublished in: ICML (2022)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- monte carlo methods
- simulation study
- monte carlo tree search
- markov chain monte carlo
- temporal difference
- stochastic approximation
- particle filter
- uct algorithm
- monte carlo method
- markovian decision
- global illumination
- variance reduction
- point processes
- adaptive sampling
- machine learning
- quasi monte carlo
- bayesian networks