Convergence Rates for the Constrained Sampling via Langevin Monte Carlo.
Yuanzheng ZhuPublished in: Entropy (2023)
Keyphrases
- monte carlo
- convergence rate
- convergence speed
- importance sampling
- learning rate
- adaptive sampling
- step size
- markov chain
- monte carlo simulation
- gaussian kernels
- variance reduction
- monte carlo tree search
- primal dual
- monte carlo methods
- point processes
- markov chain monte carlo
- markovian decision
- temporal difference
- particle filter
- low memory requirements
- quasi monte carlo
- objective function