Geometric Ergodicity for Hamiltonian Monte Carlo on Compact Manifolds.
Kota TakedaTakashi SakajoPublished in: SIAM J. Numer. Anal. (2023)
Keyphrases
- monte carlo
- markov chain
- geometric structure
- importance sampling
- monte carlo simulation
- simulation study
- monte carlo tree search
- monte carlo methods
- markovian decision
- particle filter
- adaptive sampling
- monte carlo method
- low dimensional
- temporal difference
- matrix inversion
- feature space
- high dimensional
- stochastic approximation
- policy evaluation
- game tree search
- confidence intervals
- probability distribution