Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo.
Lorenzo NagarMario Fernández-PendásJesús María Sanz-SernaElena V. AkhmatskayaPublished in: J. Comput. Phys. (2024)
Keyphrases
- monte carlo
- multistage
- adaptive sampling
- monte carlo methods
- importance sampling
- single stage
- stochastic programming
- production system
- dynamic programming
- markov chain
- monte carlo simulation
- lot sizing
- stochastic optimization
- particle filter
- stochastic approximation
- markovian decision
- monte carlo tree search
- monte carlo method
- variance reduction
- point processes
- game tree search
- assembly systems
- lot streaming
- optimal strategy
- matrix inversion
- optimal policy
- quasi monte carlo