Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions 2: Numerical integrators.
Oren MangoubiAaron SmithPublished in: AISTATS (2019)
Keyphrases
- monte carlo
- quasi monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- monte carlo tree search
- monte carlo methods
- particle filter
- simulation study
- markovian decision
- probability distribution
- adaptive sampling
- variance reduction
- monte carlo method
- confidence intervals
- gaussian distribution
- markov chain monte carlo
- game tree search
- stochastic approximation
- matrix inversion
- random variables
- point processes
- kernel function
- least squares