Monte Carlo Markov Chains Algorithms for Sampling Strongly Rayleigh Distributions and Determinantal Point Processes.
Nima AnariShayan Oveis GharanAlireza RezaeiPublished in: CoRR (2016)
Keyphrases
- monte carlo
- point processes
- markov chain
- monte carlo methods
- monte carlo simulation
- markov chain monte carlo
- transition probabilities
- importance sampling
- monte carlo method
- matrix inversion
- finite state
- steady state
- monte carlo tree search
- adaptive sampling
- confidence intervals
- random walk
- stationary distribution
- gaussian distribution
- markov processes
- transition matrix
- variance reduction
- quasi monte carlo
- data mining
- particle filter
- decision support
- state space
- probability distribution
- bayesian networks