Hamiltonian Monte Carlo with Asymmetrical Momentum Distributions.
Soumyadip GhoshYingdong LuTomasz NowickiPublished in: CoRR (2021)
Keyphrases
- monte carlo
- monte carlo simulation
- markov chain
- importance sampling
- adaptive sampling
- learning rate
- monte carlo methods
- particle filter
- monte carlo tree search
- simulation study
- stochastic approximation
- matrix inversion
- monte carlo method
- markovian decision
- probability distribution
- random variables
- game tree search
- global illumination
- markov chain monte carlo
- optimal strategy
- temporal difference
- point processes
- graphical models