Evaluating the Implicit Midpoint Integrator for Riemannian Hamiltonian Monte Carlo.
James A. BrofosRoy R. LedermanPublished in: ICML (2021)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- monte carlo methods
- stochastic approximation
- importance sampling
- adaptive sampling
- particle filter
- simulation study
- temporal difference
- monte carlo method
- markovian decision
- monte carlo tree search
- matrix inversion
- game tree search
- optimal strategy
- global illumination
- machine learning
- variance reduction
- confidence intervals
- branch and bound
- reinforcement learning