Can independent Metropolis beat crude Monte Carlo?
Siran LiuPetros DellaportasMichalis K. TitsiasPublished in: CoRR (2024)
Keyphrases
- monte carlo
- markov chain monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- monte carlo tree search
- monte carlo methods
- simulation study
- monte carlo method
- point processes
- uct algorithm
- adaptive sampling
- temporal difference
- simulated annealing
- policy evaluation
- markovian decision
- matrix inversion
- global illumination
- stochastic approximation