Random Coordinate Underdamped Langevin Monte Carlo.
Zhiyan DingQin LiJianfeng LuStephen J. WrightPublished in: CoRR (2020)
Keyphrases
- monte carlo
- monte carlo method
- markov chain
- importance sampling
- markovian decision
- simulation study
- monte carlo simulation
- variance reduction
- stochastic approximation
- adaptive sampling
- monte carlo methods
- monte carlo tree search
- optimal strategy
- matrix inversion
- temporal difference
- particle filter
- global illumination
- fixed point
- point processes
- uct algorithm
- least squares