Variance reduction for Langevin Monte Carlo in high dimensional sampling problems.
Zhiyan DingQin LiPublished in: CoRR (2020)
Keyphrases
- monte carlo
- variance reduction
- importance sampling
- monte carlo methods
- high dimensional
- quasi monte carlo
- markov chain
- adaptive sampling
- monte carlo simulation
- high dimensionality
- sample size
- particle filter
- monte carlo tree search
- confidence intervals
- feature space
- objective function
- generative model
- high dimensional data
- mean shift
- lower bound
- policy evaluation