Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting.

Chenxu Pang Xiaojie Wang Yue Wu

Published in: CoRR (2023)

Keyphrases

monte carlo
matrix inversion
monte carlo methods
importance sampling
stochastic approximation
learning algorithm
markov chain
monte carlo simulation
monte carlo tree search
worst case
temporal difference
point processes
quasi monte carlo