Magnetic Hamiltonian Monte Carlo With Partial Momentum Refreshment.
Wilson Tsakane MongweRendani MbuvhaTshilidzi MarwalaPublished in: IEEE Access (2021)
Keyphrases
- monte carlo
- monte carlo simulation
- markov chain
- importance sampling
- learning rate
- monte carlo methods
- magnetic field
- optimal strategy
- adaptive sampling
- stochastic approximation
- markovian decision
- particle filter
- simulation study
- monte carlo method
- monte carlo tree search
- matrix inversion
- game tree search
- uct algorithm
- variance reduction
- least squares
- convergence speed