Neural Surrogate HMC: Accelerated Hamiltonian Monte Carlo with a Neural Network Surrogate Likelihood.
Linnea M. WolniewiczPeter SadowskiClaudio CortiPublished in: CoRR (2024)
Keyphrases
- monte carlo
- neural network
- network architecture
- markov chain
- importance sampling
- monte carlo simulation
- monte carlo methods
- adaptive sampling
- monte carlo tree search
- optimal strategy
- artificial neural networks
- point processes
- neural model
- associative memory
- simulation study
- variance reduction
- stochastic approximation
- neural fuzzy
- maximum likelihood
- neuron model
- markovian decision
- monte carlo method
- policy evaluation
- particle filter
- temporal difference
- matrix inversion
- back propagation
- quasi monte carlo