Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo.
Yin Tat LeeRuoqi ShenKevin TianPublished in: COLT (2020)
Keyphrases
- monte carlo
- upper bound
- markov chain
- lower bound
- importance sampling
- particle filter
- monte carlo tree search
- monte carlo methods
- simulation study
- adaptive sampling
- monte carlo simulation
- branch and bound
- markovian decision
- monte carlo method
- matrix inversion
- edge detection
- temporal difference
- game tree
- stochastic approximation
- policy evaluation
- active learning
- global illumination
- search space
- objective function
- bayesian networks
- point processes
- learning algorithm