Path Integral Sampler: a stochastic control approach for sampling.
Qinsheng ZhangYongxin ChenPublished in: CoRR (2021)
Keyphrases
- stochastic control
- sequential monte carlo
- metropolis hastings
- monte carlo
- markov chain monte carlo
- optimal control
- control problems
- queueing systems
- markov chain
- operations management
- brownian motion
- random sampling
- visual tracking
- generative model
- posterior distribution
- particle filtering
- particle filter
- image processing