Langevin Monte Carlo: random coordinate descent and variance reduction.

Zhiyan Ding Qin Li

Published in: CoRR (2020)

Keyphrases

variance reduction
monte carlo
importance sampling
quasi monte carlo
markov chain
monte carlo simulation
policy evaluation
monte carlo tree search
temporal difference
particle filter
search algorithm
matrix inversion
sample size
probabilistic inference
decision trees
confidence intervals
bayesian networks