Langevin-based Strategy for Efficient Proposal Adaptation in Population Monte Carlo.
Víctor ElviraÉmilie ChouzenouxPublished in: ICASSP (2019)
Keyphrases
- monte carlo
- monte carlo simulation
- optimal strategy
- markov chain
- importance sampling
- monte carlo tree search
- adaptive sampling
- monte carlo methods
- quasi monte carlo
- simulation study
- stochastic approximation
- markovian decision
- adaptation strategies
- particle filter
- matrix inversion
- monte carlo method
- temporal difference learning
- temporal difference
- branch and bound
- genetic algorithm