Langevin Monte Carlo with SPSA-approximated Gradients.
Shiqing SunJames C. SpallPublished in: CISS (2023)
Keyphrases
- monte carlo
- stochastic approximation
- importance sampling
- monte carlo simulation
- markov chain
- adaptive sampling
- monte carlo tree search
- monte carlo methods
- point processes
- linear combination
- global illumination
- particle filter
- temporal difference
- matrix inversion
- simulation study
- quasi monte carlo
- markovian decision
- game tree search
- markov chain monte carlo