Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of multi-step gradients.
Yuansi ChenRaaz DwivediMartin J. WainwrightBin YuPublished in: J. Mach. Learn. Res. (2020)
Keyphrases
- monte carlo
- multi step
- markov chain
- monte carlo simulation
- importance sampling
- monte carlo methods
- monte carlo tree search
- particle filter
- adaptive sampling
- variance reduction
- knn
- k nearest neighbor
- matrix inversion
- machine learning
- markovian decision
- point processes
- bayesian networks
- weight vector
- learning algorithm
- neural network