Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent.
Arnak S. DalalyanPublished in: COLT (2017)
Keyphrases
- monte carlo
- adaptive sampling
- monte carlo methods
- importance sampling
- monte carlo simulation
- markov chain
- monte carlo tree search
- optimal strategy
- markovian decision
- simulation study
- stochastic approximation
- matrix inversion
- particle filter
- temporal difference
- global illumination
- point processes
- mathematical programming
- markov chain monte carlo
- combinatorial optimization
- game tree
- variance reduction
- objective function