Langevin Monte Carlo for strongly log-concave distributions: Randomized midpoint revisited.
Lu YuAvetik G. KaragulyanArnak S. DalalyanPublished in: ICLR (2024)
Keyphrases
- monte carlo
- quasi monte carlo
- monte carlo simulation
- markov chain
- importance sampling
- probability distribution
- monte carlo methods
- monte carlo tree search
- optimal strategy
- simulation study
- random variables
- matrix inversion
- confidence intervals
- variance reduction
- stochastic approximation
- particle filter
- adaptive sampling
- markovian decision
- game tree search
- markov chain monte carlo
- global illumination
- point processes
- support vector