Dimensionally Tight Running Time Bounds for Second-Order Hamiltonian Monte Carlo.
Oren MangoubiNisheeth K. VishnoiPublished in: CoRR (2018)
Keyphrases
- monte carlo
- lower bound
- upper bound
- markovian decision
- worst case
- variance reduction
- generalization error bounds
- markov chain
- monte carlo simulation
- higher order
- importance sampling
- simulation study
- adaptive sampling
- monte carlo methods
- branch and bound
- particle filter
- stochastic approximation
- objective function
- quasi monte carlo
- state space
- monte carlo tree search
- optimal strategy
- matrix inversion
- sample size
- model selection