Accelerating Hamiltonian Monte Carlo via Chebyshev Integration Time.
Jun-Kun WangAndre WibisonoPublished in: CoRR (2022)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- monte carlo tree search
- importance sampling
- markovian decision
- adaptive sampling
- monte carlo methods
- monte carlo method
- variance reduction
- stochastic approximation
- simulation study
- uct algorithm
- temporal difference
- matrix inversion
- point processes
- quasi monte carlo
- graphical models