Continuous Relaxations for Discrete Hamiltonian Monte Carlo.
Yichuan ZhangCharles SuttonAmos J. StorkeyZoubin GhahramaniPublished in: NIPS (2012)
Keyphrases
- monte carlo
- discrete space
- continuous domains
- monte carlo simulation
- continuous variables
- markov chain
- adaptive sampling
- lower bound
- importance sampling
- monte carlo tree search
- stochastic approximation
- monte carlo method
- particle filter
- markovian decision
- monte carlo methods
- simulation study
- np hard
- matrix inversion
- temporal difference
- variance reduction
- learning algorithm
- optimal strategy
- objective function
- bayesian networks