Unbiased Kinetic Langevin Monte Carlo with Inexact Gradients.
Neil K. ChadaBenedict J. LeimkuhlerDaniel PaulinPeter A. WhalleyPublished in: CoRR (2023)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- particle filter
- monte carlo methods
- importance sampling
- markovian decision
- monte carlo tree search
- simulation study
- adaptive sampling
- monte carlo method
- stochastic approximation
- global illumination
- matrix inversion
- uct algorithm
- temporal difference
- variance reduction
- search algorithm
- dynamical systems
- upper bound