Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo.
Nawaf Bou-RabeeAndreas EberlePublished in: CoRR (2021)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- particle filter
- simulation study
- monte carlo tree search
- markovian decision
- monte carlo methods
- variance reduction
- monte carlo method
- matrix inversion
- uct algorithm
- temporal difference
- optimal strategy
- game tree
- game tree search
- global illumination
- generative model
- state space
- objective function