Provable Benefit of Annealed Langevin Monte Carlo for Non-log-concave Sampling.
Wei GuoMolei TaoYongxin ChenPublished in: CoRR (2024)
Keyphrases
- monte carlo
- importance sampling
- particle filter
- adaptive sampling
- markov chain
- monte carlo simulation
- monte carlo methods
- simulation study
- variance reduction
- particle filtering
- sampling procedure
- markovian decision
- monte carlo tree search
- optimal strategy
- markov chain monte carlo
- stochastic approximation
- temporal difference
- matrix inversion
- global illumination
- monte carlo method
- machine learning
- mean shift
- computational cost