Hamiltonian Monte Carlo Swindles.
Dan PiponiMatthew D. HoffmanPavel SountsovPublished in: AISTATS (2020)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- simulation study
- markovian decision
- particle filter
- monte carlo tree search
- adaptive sampling
- monte carlo methods
- optimal strategy
- graphical models
- matrix inversion
- genetic algorithm
- computer games
- stochastic approximation
- point processes
- uct algorithm