On L2 convergence of the Hamiltonian Monte Carlo.
Soumyadip GhoshYingdong LuTomasz NowickiPublished in: Appl. Math. Lett. (2022)
Keyphrases
- monte carlo
- stochastic approximation
- markov chain
- monte carlo simulation
- importance sampling
- monte carlo methods
- monte carlo tree search
- particle filter
- convergence rate
- optimal strategy
- simulation study
- monte carlo method
- adaptive sampling
- convergence speed
- uct algorithm
- learning algorithm
- quasi monte carlo
- matrix inversion
- confidence intervals
- graphical models