Convergence rate of riemannian Hamiltonian Monte Carlo and faster polytope volume computation.
Yin Tat LeeSantosh S. VempalaPublished in: STOC (2018)
Keyphrases
- monte carlo
- convergence rate
- numerical stability
- convergence speed
- matrix inversion
- learning rate
- step size
- monte carlo simulation
- markov chain
- importance sampling
- monte carlo methods
- markovian decision
- primal dual
- optimal strategy
- convex hull
- particle filter
- monte carlo tree search
- low memory requirements
- variance reduction
- adaptive sampling
- shape analysis
- game tree
- policy iteration
- gradient method
- combinatorial optimization
- point processes
- state space