Low-Cost Lipschitz-Independent Adaptive Importance Sampling of Stochastic Gradients.

Huikang Liu Xiaolu Wang Jiajin Li Anthony Man-Cho So

Published in: ICPR (2020)

Keyphrases

importance sampling
monte carlo
low cost
markov chain
kalman filter
rare events
particle filter
approximate inference
machine learning
posterior distribution
genetic algorithm
active learning
graphical models