Parallelized Midpoint Randomization for Langevin Monte Carlo.
Lu YuArnak S. DalalyanPublished in: CoRR (2024)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- privacy preserving
- monte carlo simulation
- monte carlo methods
- monte carlo tree search
- simulation study
- markovian decision
- adaptive sampling
- monte carlo method
- particle filter
- global illumination
- optimal strategy
- uct algorithm
- variance reduction
- stochastic approximation
- policy evaluation
- game tree search
- confidence intervals
- point processes
- quasi monte carlo
- objective function