User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient.
Arnak S. DalalyanAvetik G. KaragulyanPublished in: CoRR (2017)
Keyphrases
- user friendly
- monte carlo
- highly interactive
- markov chain
- user interface
- importance sampling
- monte carlo simulation
- graphical interface
- software package
- graphical user interface
- stochastic approximation
- online databases
- monte carlo tree search
- adaptive sampling
- monte carlo methods
- command line
- interactive data mining
- particle filter
- variance reduction
- monte carlo method
- markovian decision
- matrix inversion
- graphical models
- decision trees
- confidence intervals
- senior citizens
- optimal strategy