Finite-Time Analysis of Projected Langevin Monte Carlo.

Sébastien Bubeck Ronen Eldan Joseph Lehec

Published in: NIPS (2015)

Keyphrases

monte carlo
markov chain
monte carlo simulation
importance sampling
particle filter
simulation study
stochastic approximation
monte carlo tree search
markovian decision
bayesian networks
optimal solution
upper bound
generative model
confidence intervals