Measuring the reliability of MCMC inference with bidirectional Monte Carlo.
Roger B. GrosseSiddharth AnchaDaniel M. RoyPublished in: CoRR (2016)
Keyphrases
- monte carlo
- markov chain monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- markovian decision
- adaptive sampling
- particle filter
- simulation study
- monte carlo tree search
- monte carlo method
- bayesian inference
- monte carlo methods
- bayesian networks
- dirichlet process
- sampling algorithm
- variance reduction
- stochastic approximation
- global illumination
- belief networks
- matrix inversion
- optimal strategy
- dynamic programming
- support vector