Irreversible Monte Carlo Algorithms for Efficient Sampling
Konstantin S. TuritsynMichael ChertkovMarija VuceljaPublished in: CoRR (2008)
Keyphrases
- monte carlo
- monte carlo methods
- importance sampling
- stochastic approximation
- adaptive sampling
- monte carlo simulation
- matrix inversion
- markov chain
- simulation study
- computational complexity
- quasi monte carlo
- uniform sampling
- markov chain monte carlo
- point processes
- markovian decision
- monte carlo method
- policy evaluation
- graphical models
- least squares
- learning algorithm