Exponential Integration for Hamiltonian Monte Carlo.
Wei-Lun ChaoJustin SolomonDominik L. MichelsFei ShaPublished in: ICML (2015)
Keyphrases
- monte carlo
- monte carlo simulation
- markov chain
- importance sampling
- monte carlo tree search
- simulation study
- adaptive sampling
- monte carlo methods
- game tree
- matrix inversion
- monte carlo method
- variance reduction
- particle filter
- stochastic approximation
- markovian decision
- probabilistic model
- markov chain monte carlo