Entropy-based adaptive Hamiltonian Monte Carlo.

Marcel Hirt Michalis K. Titsias Petros Dellaportas

Published in: NeurIPS (2021)

Keyphrases

monte carlo
adaptive sampling
monte carlo simulation
importance sampling
monte carlo methods
markov chain

markovian decision
particle filter
simulation study
stochastic approximation
optimal strategy

temporal difference
global illumination
monte carlo tree search
lower bound
markov chain monte carlo

matrix inversion
game tree
hot spots
game tree search
dynamic programming