Approximating Langevin Monte Carlo with ResNet-like Neural Network architectures.
Martin EigelCharles MirandaJanina SchütteDavid SommerPublished in: CoRR (2023)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- simulation study
- adaptive sampling
- stochastic approximation
- monte carlo tree search
- particle filter
- monte carlo methods
- variance reduction
- markovian decision
- uct algorithm
- point processes
- matrix inversion
- policy evaluation
- monte carlo method
- markov chain monte carlo
- optimal strategy
- dynamical systems