Dimensionally Tight Bounds for Second-Order Hamiltonian Monte Carlo.
Oren MangoubiNisheeth K. VishnoiPublished in: NeurIPS (2018)
Keyphrases
- monte carlo
- tight bounds
- upper bound
- higher order
- importance sampling
- monte carlo simulation
- monte carlo tree search
- markov chain
- particle filter
- monte carlo methods
- temporal difference
- point processes
- adaptive sampling
- monte carlo method
- optimal strategy
- stochastic approximation
- markov chain monte carlo
- markovian decision
- matrix inversion
- search space
- simulation study