Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo.
Apostolos ChalkisVissarion FisikopoulosMarios PapachristouElias P. TsigaridasPublished in: CoRR (2021)
Keyphrases
- monte carlo
- importance sampling
- adaptive sampling
- markov chain
- monte carlo simulation
- monte carlo tree search
- simulation study
- point processes
- monte carlo method
- optimal strategy
- markov chain monte carlo
- temporal difference
- monte carlo methods
- markovian decision
- particle filter
- probabilistic model
- variance reduction
- stochastic approximation
- global illumination
- matrix inversion
- game tree
- state space
- machine learning