An Adaptive-MCMC Scheme for Setting Trajectory Lengths in Hamiltonian Monte Carlo.
Matthew HoffmanAlexey RadulPavel SountsovPublished in: AISTATS (2021)
Keyphrases
- monte carlo
- markov chain
- markov chain monte carlo
- importance sampling
- monte carlo simulation
- simulation study
- monte carlo tree search
- monte carlo methods
- monte carlo method
- adaptive sampling
- sampling algorithm
- temporal difference
- markovian decision
- stochastic approximation
- particle filter
- variance reduction
- global illumination
- least squares
- computational cost
- optimal strategy
- confidence intervals
- latent variables
- quasi monte carlo