Spherical Hamiltonian Monte Carlo for Constrained Target Distributions.
Shiwei LanBo ZhouBabak ShahbabaPublished in: ICML (2014)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- markov chain
- monte carlo tree search
- monte carlo methods
- simulation study
- particle filter
- confidence intervals
- probability distribution
- temporal difference
- point processes
- monte carlo method
- gaussian distribution
- adaptive sampling
- markovian decision
- variance reduction
- stochastic approximation
- markov chain monte carlo
- matrix inversion
- bayesian networks
- optimal strategy
- maximum likelihood
- lower bound