Improving predictive uncertainty estimation using Dropout-Hamiltonian Monte Carlo.
Sergio HernándezDiego VergaraMatias Valdenegro-ToroFelipe JorqueraPublished in: Soft Comput. (2020)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- markov chain
- simulation study
- monte carlo methods
- particle filter
- monte carlo tree search
- adaptive sampling
- optimal strategy
- markovian decision
- stochastic approximation
- parameter estimation
- monte carlo method
- density estimation
- upper bound
- point processes
- quasi monte carlo
- machine learning