Random Coordinate Underdamped Langevin Monte Carlo.
Zhiyan DingQin LiJianfeng LuStephen J. WrightPublished in: AISTATS (2021)
Keyphrases
- monte carlo
- monte carlo method
- importance sampling
- markov chain
- monte carlo methods
- monte carlo simulation
- simulation study
- point processes
- particle filter
- monte carlo tree search
- temporal difference
- markovian decision
- uct algorithm
- adaptive sampling
- game tree search
- optimal strategy
- policy evaluation
- support vector
- least squares
- dynamic programming
- search algorithm