A novel sampler for Gauss-Hermite determinantal point processes with application to Monte Carlo integration.
Nicholas P. BaskervillePublished in: CoRR (2022)
Keyphrases
- point processes
- monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- monte carlo methods
- stochastic approximation
- adaptive sampling
- particle filter
- markovian decision
- monte carlo tree search
- matrix inversion
- hot spots
- confidence intervals
- spatial analysis
- markov chain monte carlo
- decision support
- search algorithm
- simulated annealing
- dynamic programming