Langevin Monte Carlo without smoothness.
Niladri S. ChatterjiJelena DiakonikolasMichael I. JordanPeter L. BartlettPublished in: AISTATS (2020)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- monte carlo methods
- prior information
- monte carlo tree search
- particle filter
- simulation study
- monte carlo method
- cost function
- adaptive sampling
- stochastic approximation
- optimal strategy
- point processes
- markovian decision
- variance reduction
- quasi monte carlo
- matrix inversion
- policy evaluation
- game tree search
- temporal difference
- simulated annealing
- upper bound