Stochastic Fractional Hamiltonian Monte Carlo.

Nanyang Ye Zhanxing Zhu

Published in: IJCAI (2018)

Keyphrases

monte carlo
markov chain
importance sampling
monte carlo simulation
monte carlo methods
stochastic approximation
point processes
simulation study
monte carlo method
adaptive sampling
markovian decision
particle filter
confidence intervals
variance reduction
matrix inversion
machine learning