Towards a Theory of Non-Log-Concave Sampling: First-Order Stationarity Guarantees for Langevin Monte Carlo.
Krishna BalasubramanianSinho ChewiMurat A. ErdogduAdil SalimShunshi ZhangPublished in: COLT (2022)
Keyphrases
- monte carlo
- importance sampling
- adaptive sampling
- markov chain
- monte carlo simulation
- particle filter
- monte carlo methods
- markovian decision
- simulation study
- optimal strategy
- monte carlo tree search
- markov chain monte carlo
- temporal difference
- non stationary
- matrix inversion
- stochastic approximation
- quasi monte carlo
- point processes
- reinforcement learning
- global illumination
- monte carlo method
- first order logic