Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration.
Nawaf Bou-RabeeMilo MarsdenPublished in: CoRR (2022)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- markov chain monte carlo
- importance sampling
- monte carlo methods
- simulation study
- adaptive sampling
- monte carlo tree search
- point processes
- particle filter
- optimal strategy
- monte carlo method
- markovian decision
- search algorithm
- game tree search
- variance reduction
- stochastic approximation
- matrix inversion
- global illumination
- maximum likelihood
- active learning
- learning algorithm
- machine learning