Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo.
Evan CamrudAlain Oliviero DurmusPierre MonmarchéGabriel StoltzPublished in: CoRR (2023)
Keyphrases
- monte carlo
- markovian decision
- variance reduction
- importance sampling
- monte carlo simulation
- markov chain
- higher order
- lower bound
- adaptive sampling
- simulation study
- monte carlo tree search
- monte carlo methods
- upper bound
- stochastic approximation
- matrix inversion
- point processes
- monte carlo method
- optimal strategy
- particle filter
- quasi monte carlo
- state space
- temporal difference
- worst case