De-Sequentialized Monte Carlo: a parallel-in-time particle smoother.
Adrien CorenflosNicolas ChopinSimo SärkkäPublished in: J. Mach. Learn. Res. (2022)
Keyphrases
- monte carlo
- monte carlo method
- importance sampling
- matrix inversion
- monte carlo simulation
- markov chain
- monte carlo methods
- simulation study
- particle filter
- stochastic approximation
- monte carlo tree search
- adaptive sampling
- markovian decision
- variance reduction
- temporal difference
- global illumination
- markov chain monte carlo
- optimal strategy
- shared memory
- upper bound
- point processes
- quasi monte carlo
- evolutionary algorithm