Penalized Langevin and Hamiltonian Monte Carlo Algorithms for Constrained Sampling.
Mert GürbüzbalabanYuanhan HuLingjiong ZhuPublished in: CoRR (2022)
Keyphrases
- monte carlo
- monte carlo methods
- stochastic approximation
- adaptive sampling
- importance sampling
- monte carlo simulation
- markov chain monte carlo
- particle filter
- markov chain
- simulation study
- monte carlo tree search
- matrix inversion
- markovian decision
- point processes
- computational cost
- variance reduction
- temporal difference
- objective function
- quasi monte carlo
- learning algorithm