On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness.
Murat A. ErdogduRasa HosseinzadehPublished in: CoRR (2020)
Keyphrases
- monte carlo
- stochastic approximation
- importance sampling
- monte carlo simulation
- markov chain
- monte carlo tree search
- simulation study
- convergence rate
- markovian decision
- cost function
- convergence speed
- particle filter
- temporal difference
- adaptive sampling
- markov chain monte carlo
- variance reduction
- monte carlo method
- monte carlo methods
- prior information
- matrix inversion
- point processes
- search algorithm