Analysis of Langevin Monte Carlo from Poincare to Log-Sobolev.

Sinho Chewi Murat A. Erdogdu Mufan (Bill) Li Ruoqi Shen Shunshi Zhang

Published in: COLT (2022)

Keyphrases

monte carlo
monte carlo simulation
markov chain
particle filter
importance sampling
monte carlo tree search
adaptive sampling
optimal strategy
monte carlo methods