Split Hamiltonian Monte Carlo revisited.
Fernando CasasJesús María Sanz-SernaLuke ShawPublished in: Stat. Comput. (2022)
Keyphrases
- monte carlo
- monte carlo simulation
- markov chain
- monte carlo methods
- importance sampling
- adaptive sampling
- monte carlo tree search
- particle filter
- markovian decision
- stochastic approximation
- temporal difference
- point processes
- simulation study
- game tree search
- optimal strategy
- variance reduction
- conditional density estimation