Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods.
Tijana RadivojevicMario Fernández-PendásJesús María Sanz-SernaElena V. AkhmatskayaPublished in: CoRR (2018)
Keyphrases
- multistage
- monte carlo methods
- monte carlo
- low discrepancy sequences
- single stage
- production system
- dynamic programming
- stochastic programming
- stochastic optimization
- simulated annealing
- bayesian networks
- attack detection
- random sampling
- lot sizing
- particle filter
- markov chain
- monte carlo method
- optimal policy
- markov chain monte carlo
- production line
- learning tasks
- assembly systems