Unbiasing Hamiltonian Monte Carlo algorithms for a general Hamiltonian function.

Tony Lelièvre Régis Santet Gabriel Stoltz

Published in: CoRR (2023)

Keyphrases

monte carlo
monte carlo methods
stochastic approximation
markov chain
monte carlo simulation
matrix inversion
worst case
simulation study
upper bound
importance sampling
adaptive sampling
machine learning
combinatorial optimization
convergence rate
markov chain monte carlo
monte carlo tree search