Randomized Multilevel Monte Carlo for Embarrassingly Parallel Inference.
Ajay JasraKody J. H. LawAlexander TarakanovFangyuan YuPublished in: SMC (2021)
Keyphrases
- monte carlo
- quasi monte carlo
- importance sampling
- markov chain monte carlo
- markov chain
- simulation study
- monte carlo simulation
- monte carlo tree search
- monte carlo methods
- matrix inversion
- markovian decision
- probabilistic inference
- adaptive sampling
- temporal difference
- point processes
- monte carlo method
- particle filter
- variance reduction
- stochastic approximation
- machine learning
- approximate inference
- shared memory
- statistical inference
- graphical models
- dynamic programming
- support vector
- genetic algorithm