Sqrt(d) Dimension Dependence of Langevin Monte Carlo.
Ruilin LiHongyuan ZhaMolei TaoPublished in: ICLR (2022)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- adaptive sampling
- monte carlo tree search
- worst case
- optimal strategy
- markovian decision
- monte carlo method
- variance reduction
- matrix inversion
- uct algorithm
- particle filter
- game tree search
- monte carlo methods
- simulation study
- point processes
- model selection
- policy evaluation
- quasi monte carlo