Sqrt(d) Dimension Dependence of Langevin Monte Carlo.
Ruilin LiHongyuan ZhaMolei TaoPublished in: CoRR (2021)
Keyphrases
- monte carlo
- monte carlo simulation
- markov chain
- importance sampling
- monte carlo methods
- lower bound
- simulation study
- monte carlo tree search
- stochastic approximation
- optimal strategy
- particle filter
- adaptive sampling
- monte carlo method
- worst case
- temporal difference
- state space
- markovian decision
- matrix inversion
- confidence intervals
- global illumination
- game tree
- reinforcement learning
- computer graphics
- probabilistic model
- search algorithm