Maximum Conditional Entropy Hamiltonian Monte Carlo Sampler.
Tengchao YuHongqiao WangJinglai LiPublished in: SIAM J. Sci. Comput. (2021)
Keyphrases
- monte carlo
- conditional entropy
- information theory
- mutual information
- markov chain
- importance sampling
- monte carlo simulation
- adaptive sampling
- bayes error rate
- particle filter
- monte carlo tree search
- monte carlo method
- markov chain monte carlo
- information theoretic
- optimal strategy
- monte carlo methods
- global illumination
- point processes
- optimal solution
- policy evaluation
- matrix inversion
- confidence intervals
- error rate
- maximum likelihood
- markovian decision