Langevin Monte Carlo for strongly log-concave distributions: Randomized midpoint revisited.
Lu YuAvetik G. KaragulyanArnak S. DalalyanPublished in: CoRR (2023)
Keyphrases
- monte carlo
- quasi monte carlo
- monte carlo simulation
- markov chain
- monte carlo methods
- probability distribution
- importance sampling
- simulation study
- monte carlo tree search
- adaptive sampling
- stochastic approximation
- confidence intervals
- temporal difference
- point processes
- random variables
- monte carlo method
- markovian decision
- gaussian distribution
- variance reduction