Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods.
Tijana RadivojevicMario Fernández-PendásJesús María Sanz-SernaElena V. AkhmatskayaPublished in: J. Comput. Phys. (2018)
Keyphrases
- multistage
- monte carlo methods
- monte carlo
- low discrepancy sequences
- single stage
- stochastic programming
- production system
- bayesian networks
- lot sizing
- dynamic programming
- sample size
- monte carlo method
- stochastic optimization
- optimal policy
- random sampling
- production line
- simulated annealing
- assembly systems
- particle filter
- markov chain
- markov chain monte carlo
- probabilistic model
- lot streaming
- neural network