Accelerating Approximate Thompson Sampling with Underdamped Langevin Monte Carlo.
Haoyang ZhengWei DengChristian MoyaGuang LinPublished in: CoRR (2024)
Keyphrases
- monte carlo
- adaptive sampling
- importance sampling
- policy evaluation
- monte carlo simulation
- markov chain
- monte carlo methods
- markovian decision
- simulation study
- optimal strategy
- monte carlo tree search
- particle filter
- matrix inversion
- global illumination
- point processes
- stochastic approximation
- quasi monte carlo
- temporal difference