Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space.
Yunbum KookYin Tat LeeRuoqi ShenSantosh S. VempalaPublished in: NeurIPS (2022)
Keyphrases
- monte carlo
- importance sampling
- adaptive sampling
- markov chain
- monte carlo methods
- monte carlo simulation
- simulation study
- monte carlo method
- point processes
- monte carlo tree search
- markov chain monte carlo
- variance reduction
- markovian decision
- stochastic approximation
- geodesic distance
- parameter space
- matrix inversion
- search space
- machine learning
- shape space
- sampling methods
- optimal strategy
- low dimensional
- semi supervised