Stochastic Runge-Kutta Accelerates Langevin Monte Carlo and Beyond.
Xuechen LiDenny WuLester MackeyMurat A. ErdogduPublished in: CoRR (2019)
Keyphrases
- monte carlo
- runge kutta
- monte carlo methods
- differential equations
- monte carlo simulation
- numerical methods
- importance sampling
- stochastic approximation
- point processes
- markov chain
- adaptive sampling
- monte carlo tree search
- monte carlo method
- particle filter
- variance reduction
- machine learning
- dynamical systems
- game tree
- graphical models
- algebraic geometry
- image segmentation