Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.
Cheng ZhangBabak ShahbabaHongkai ZhaoPublished in: Stat. Comput. (2017)
Keyphrases
- monte carlo
- monte carlo method
- markov chain
- monte carlo simulation
- monte carlo methods
- basis functions
- markovian decision
- monte carlo tree search
- simulation study
- importance sampling
- stochastic approximation
- adaptive sampling
- confidence intervals
- game tree search
- particle filter
- uct algorithm
- quasi monte carlo
- optimal strategy
- machine learning
- game tree
- active learning
- reinforcement learning
- point processes
- genetic algorithm