Random Coordinate Langevin Monte Carlo.

Zhiyan Ding Qin Li Jianfeng Lu Stephen J. Wright

Published in: CoRR (2020)

Keyphrases

monte carlo
monte carlo method
markov chain
monte carlo simulation
importance sampling
monte carlo tree search
markovian decision
particle filter
simulation study
monte carlo methods
adaptive sampling
point processes
stochastic approximation
temporal difference
machine learning
uct algorithm
quasi monte carlo