Singular relaxation of a random walk in a box with a Metropolis Monte Carlo dynamics.
Alexei D. ChepelianskiiSatya N. MajumdarHendrik SchaweEmmanuel TrizacPublished in: CoRR (2023)
Keyphrases
- random walk
- monte carlo
- markov chain
- markov chain monte carlo
- monte carlo simulation
- directed graph
- importance sampling
- dynamical systems
- monte carlo tree search
- monte carlo methods
- markov random walk
- transition probabilities
- particle filter
- simulated annealing
- adaptive sampling
- variance reduction
- markovian decision
- temporal difference
- state space
- transition probability matrix
- objective function
- bayesian networks