Non-Log-Concave and Nonsmooth Sampling via Langevin Monte Carlo Algorithms.
Tim Tsz-Kit LauHan LiuThomas PockPublished in: CoRR (2023)
Keyphrases
- monte carlo
- monte carlo methods
- importance sampling
- markov chain monte carlo
- markov chain
- matrix inversion
- stochastic approximation
- adaptive sampling
- monte carlo simulation
- learning algorithm
- temporal difference
- markovian decision
- monte carlo tree search
- particle filter
- worst case
- monte carlo method
- sampling algorithm
- optimal strategy
- least squares
- search algorithm