Split Hamiltonian Monte Carlo.
Babak ShahbabaShiwei LanWesley O. JohnsonRadford M. NealPublished in: Stat. Comput. (2014)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- particle filter
- simulation study
- markovian decision
- monte carlo methods
- optimal strategy
- monte carlo tree search
- adaptive sampling
- variance reduction
- global illumination
- matrix inversion
- point processes
- temporal difference
- policy evaluation
- game tree search
- monte carlo method
- bayesian networks