Adaptive Importance Sampling for Finite-Sum Optimization and Sampling with Decreasing Step-Sizes.
Ayoub El HanchiDavid A. StephensPublished in: NeurIPS (2020)
Keyphrases
- importance sampling
- step size
- monte carlo
- markov chain
- kalman filter
- particle filter
- global optimization
- approximate inference
- markov chain monte carlo
- optimization algorithm
- cost function
- convergence rate
- convergence speed
- particle filtering
- graphical models
- image reconstruction
- multiscale
- probabilistic inference
- optical flow
- random sampling
- prior knowledge