Measuring the reliability of MCMC inference with bidirectional Monte Carlo.
Roger B. GrosseSiddharth AnchaDaniel M. RoyPublished in: NIPS (2016)
Keyphrases
- dynamic programming
- monte carlo
- markov chain monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- monte carlo methods
- adaptive sampling
- particle filter
- monte carlo method
- simulation study
- point processes
- probabilistic inference
- monte carlo tree search
- bayesian networks
- global illumination
- stochastic approximation
- game tree search
- dirichlet process
- variance reduction
- temporal difference
- maximum likelihood
- visual tracking
- markovian decision