Towards Unifying Hamiltonian Monte Carlo and Slice Sampling.
Yizhe ZhangXiangyu WangChangyou ChenRicardo HenaoKai FanLawrence CarinPublished in: NIPS (2016)
Keyphrases
- monte carlo
- importance sampling
- adaptive sampling
- markov chain
- simulation study
- monte carlo simulation
- monte carlo methods
- optimal strategy
- variance reduction
- markovian decision
- monte carlo tree search
- particle filter
- temporal difference
- point processes
- monte carlo method
- matrix inversion
- markov chain monte carlo
- game tree search
- quasi monte carlo