Hamiltonian Monte Carlo with Energy Conserving Subsampling.
Khue-Dung DangMatias QuirozRobert KohnMinh-Ngoc TranMattias VillaniPublished in: J. Mach. Learn. Res. (2019)
Keyphrases
- monte carlo
- monte carlo simulation
- monte carlo methods
- markov chain
- importance sampling
- monte carlo tree search
- simulation study
- stochastic approximation
- markovian decision
- adaptive sampling
- matrix inversion
- variance reduction
- support vector
- monte carlo method
- optimal strategy
- game tree search
- global illumination
- temporal difference
- markov chain monte carlo
- probabilistic model
- point processes
- uct algorithm
- quasi monte carlo
- genetic algorithm