A general non-smooth Hamiltonian Monte Carlo scheme using Bayesian proximity operator calculation.

Lotfi Chaâri Jean-Yves Tourneret Hadj Batatia

Published in: EUSIPCO (2017)

Keyphrases

monte carlo
monte carlo methods
monte carlo simulation
importance sampling
markov chain
simulation study

monte carlo method
particle filter
conditional density estimation
stochastic approximation
monte carlo tree search
point processes

adaptive sampling
matrix inversion
markovian decision
machine learning
game tree search
kalman filter

bayesian networks
variance reduction
bayesian learning
optimal strategy
maximum likelihood
computational cost