Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo.
Lorenzo NagarMario Fernández-PendásJesús María Sanz-SernaElena V. AkhmatskayaPublished in: CoRR (2023)
Keyphrases
- monte carlo
- multistage
- adaptive sampling
- monte carlo methods
- production system
- markov chain
- monte carlo simulation
- stochastic programming
- importance sampling
- dynamic programming
- single stage
- stochastic optimization
- particle filter
- lot sizing
- monte carlo method
- monte carlo tree search
- variance reduction
- temporal difference
- stochastic approximation
- point processes
- optimal strategy
- confidence intervals
- attack detection
- markovian decision