Newtonian Monte Carlo: single-site MCMC meets second-order gradient methods.
Nimar S. AroraNazanin Khosravani TehraniKinjal Divesh ShahMichael TingleyYucen Lily LiNarjes TorabiDavid NoursiSepehr Akhavan-MasoulehEric LippertErik MeijerPublished in: CoRR (2020)
Keyphrases
- monte carlo
- monte carlo methods
- monte carlo method
- markov chain
- monte carlo simulation
- matrix inversion
- importance sampling
- stochastic approximation
- quasi monte carlo
- optimal strategy
- adaptive sampling
- reinforcement learning
- variance reduction
- weighted sums
- point processes
- monte carlo tree search
- markov chain monte carlo
- computational cost
- optical flow
- search algorithm