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On the application of improved symplectic integrators in Hamiltonian Monte Carlo.
Janne Mannseth
Tore Selland Kleppe
Hans J. Skaug
Published in:
Commun. Stat. Simul. Comput. (2018)
Keyphrases
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monte carlo
monte carlo simulation
importance sampling
adaptive sampling
markov chain
particle filter
monte carlo method
temporal difference
variance reduction
temporal difference learning
matrix inversion
markovian decision