Sampling from a log-concave distribution with Projected Langevin Monte Carlo.
Sébastien BubeckRonen EldanJoseph LehecPublished in: CoRR (2015)
Keyphrases
- monte carlo
- importance sampling
- adaptive sampling
- markov chain
- monte carlo simulation
- monte carlo methods
- simulation study
- monte carlo tree search
- variance reduction
- point processes
- particle filter
- stochastic approximation
- temporal difference
- game tree search
- confidence intervals
- active learning
- gaussian distribution
- probability distribution