Riemannian Langevin Monte Carlo schemes for sampling PSD matrices with fixed rank.
Tianmin YuShixin ZhengJianfeng LuGovind MenonXiangxiong ZhangPublished in: CoRR (2023)
Keyphrases
- monte carlo
- importance sampling
- adaptive sampling
- monte carlo methods
- markov chain
- monte carlo simulation
- symmetric positive definite
- markovian decision
- low rank approximation
- markov chain monte carlo
- monte carlo method
- matrix inversion
- monte carlo tree search
- singular value decomposition
- point processes
- temporal difference
- variance reduction
- stochastic approximation
- particle filter
- optimal strategy
- riemannian manifolds
- global illumination
- euclidean space
- learning algorithm