Variance Reduction via Antithetic Markov Chains.
James NeufeldDale SchuurmansMichael H. BowlingPublished in: AISTATS (2015)
Keyphrases
- markov chain
- variance reduction
- monte carlo
- importance sampling
- confidence intervals
- gradient estimation
- finite state
- transition probabilities
- sample size
- state space
- markov processes
- random numbers
- transition matrix
- random walk
- markov chain monte carlo
- model selection
- knn
- training data
- uniformly distributed
- naive bayes classifier
- search space
- probabilistic automata
- search algorithm