Adaptive Importance Sampling for Finite-Sum Optimization and Sampling with Decreasing Step-Sizes.

Ayoub El Hanchi David A. Stephens

Published in: CoRR (2021)

Keyphrases

importance sampling
step size
monte carlo
markov chain
kalman filter
particle filter
markov chain monte carlo
convergence rate
global optimization
cost function
optimization algorithm
convergence speed
approximate inference
objective function
particle swarm optimization
particle filtering
least squares