Simulated Tempering Langevin Monte Carlo II: An Improved Proof using Soft Markov Chain Decomposition.

Rong Ge Holden Lee Andrej Risteski

Published in: CoRR (2018)

Keyphrases

monte carlo
markov chain
markov chain monte carlo
bayesian inference
importance sampling
monte carlo simulation
monte carlo method
transition probabilities
state space
restricted boltzmann machine
machine learning
genetic algorithm
probabilistic model
particle filter
prior information
variance reduction