Convergence Rate of Riemannian Hamiltonian Monte Carlo and Faster Polytope Volume Computation.
Yin Tat LeeSantosh Srinivas VempalaPublished in: CoRR (2017)
Keyphrases
- monte carlo
- convergence rate
- numerical stability
- convergence speed
- step size
- matrix inversion
- learning rate
- markov chain
- monte carlo simulation
- primal dual
- importance sampling
- gradient method
- monte carlo methods
- point processes
- particle filter
- adaptive sampling
- low memory requirements
- markovian decision
- faster convergence rate
- temporal difference
- variance reduction
- search algorithm
- game tree
- tree search
- learning algorithm
- monte carlo tree search
- matrix factorization
- shape analysis
- convex hull
- state space
- quasi monte carlo