Wasserstein Control of Mirror Langevin Monte Carlo.
Kelvin Shuangjian ZhangGabriel PeyréJalal FadiliMarcelo PereyraPublished in: CoRR (2020)
Keyphrases
- monte carlo
- monte carlo simulation
- monte carlo tree search
- importance sampling
- markov chain
- simulation study
- adaptive sampling
- monte carlo methods
- control system
- monte carlo method
- particle filter
- game tree search
- stochastic approximation
- quasi monte carlo
- machine learning
- optimal strategy
- optimal control
- control strategy
- matrix inversion
- pointwise
- point processes