DG-LMC: A Turn-key and Scalable Synchronous Distributed MCMC Algorithm via Langevin Monte Carlo within Gibbs.
Vincent PlassierMaxime VonoAlain DurmusEric MoulinesPublished in: ICML (2021)
Keyphrases
- monte carlo
- importance sampling
- markov chain monte carlo
- markov chain
- monte carlo simulation
- stochastic approximation
- monte carlo methods
- simulation study
- matrix inversion
- optimal strategy
- markovian decision
- monte carlo tree search
- monte carlo method
- temporal difference
- particle filter
- computational complexity
- computational cost
- dynamic programming
- approximate inference
- posterior probability
- variance reduction
- parameter estimation
- adaptive sampling
- optimal solution