Discontinuous Hamiltonian Monte Carlo for Probabilistic Programs.
Bradley Gram-HansenYuan ZhouTobias KohnHongseok YangFrank D. WoodPublished in: CoRR (2018)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- adaptive sampling
- probabilistic model
- monte carlo tree search
- generative model
- simulation study
- monte carlo method
- bayesian networks
- monte carlo methods
- stochastic approximation
- optimal strategy
- particle filter
- markovian decision
- variance reduction
- uct algorithm
- posterior probability
- matrix inversion
- state space
- machine learning
- point processes