Wasserstein Control of Mirror Langevin Monte Carlo.
Kelvin Shuangjian ZhangGabriel PeyréJalal FadiliMarcelo PereyraPublished in: COLT (2020)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- markovian decision
- monte carlo tree search
- importance sampling
- monte carlo methods
- simulation study
- control system
- particle filter
- adaptive sampling
- adaptive control
- monte carlo method
- stochastic approximation
- matrix inversion
- support vector
- process control
- global illumination
- game tree search
- optimal control
- lower bound