Monte Carlo Markov Chain Algorithms for Sampling Strongly Rayleigh Distributions and Determinantal Point Processes.
Nima AnariShayan Oveis GharanAlireza RezaeiPublished in: COLT (2016)
Keyphrases
- monte carlo
- point processes
- markov chain
- monte carlo methods
- monte carlo simulation
- markov chain monte carlo
- monte carlo method
- transition probabilities
- importance sampling
- adaptive sampling
- steady state
- state space
- matrix inversion
- gibbs sampler
- random walk
- quasi monte carlo
- finite state
- learning algorithm
- monte carlo tree search
- game tree
- stationary distribution
- variance reduction
- particle filter
- dynamic programming
- temporal difference
- gaussian distribution
- support vector machine
- transition matrix
- data mining