[PDF] Top 20 Sampling from a log-concave distribution with Projected Langevin Monte Carlo
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Sampling from a log-concave distribution with Projected Langevin Monte Carlo
... the Langevin Monte Carlo (LMC) algorithm to compactly supported measures via a projection step, akin to projected Stochastic Gradient Descent ...time from a ... Voir le document complet
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Sampling from a log-concave distribution with compact support with proximal Langevin Monte Carlo
... presents a detailed theoretical analysis of the Langevin Monte Carlo sampling algorithm recently introduced in [ DMP16 ] when applied to log-concave probability ... Voir le document complet
29
A hamiltonian Monte Carlo method for non-smooth energy sampling
... is with the I2M and CNRS UMR 7373, Aix-Marseille University, Marseille Cedex, France (e-mail: ...chain Monte Carlo (MCMC) sampling techniques ...dimensional sampling, several techniques ... Voir le document complet
11
Efficient Bayesian Computation by Proximal Markov Chain Monte Carlo: When Langevin Meets Moreau.
... sample from possibly non-smooth log-concave prob- ability measures are ...combined with the Euler-Maruyama discretization of Langevin ...to a de- convolution problem in image ... Voir le document complet
24
A hamiltonian Monte Carlo method for non-smooth energy sampling
... proposed a solution to make feasible the use of Hamiltonian dynamics for sampling according to log-concave probability distributions with non-smooth energy ...proposed sampling ... Voir le document complet
12
methode monte carlo
... de Monte-Carlo Le terme méthode de Monte-Carlo désigne toute méthode visant à calculer une valeur numérique en utilisant des procédés ...à Monte-Carlo, a été inventé en ... Voir le document complet
6
Aether: An embedded domain specific sampling language for Monte Carlo rendering
... provide sampling primitives (discrete, continuous, and strategies, which subsume and combine the two) where the programmer writes code that produces multidimensional path samples by transforming a series of ... Voir le document complet
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Aether: An Embedded Domain Specific Sampling Language for Monte Carlo Rendering
... tracing with multiple importance sampling �ts in a small �gure and reveals at once its power and ...of a simple path tracer is relatively straightforward, achieving a correct ... Voir le document complet
17
Monte Carlo simulations in media with interfaces
... like a permeable ...give a sound meaning to this ...media with locally isotropic or orthotropic coefficients with a flat ...schemes with a better order of convergence than ... Voir le document complet
5
Monte Carlo efficiency improvement by multiple sampling of conditioned integration variables
... 2 A n is the variance of A n , and C A n the computational cost required to calculate A n ...importance sampling, stratified sampling, control variates and antithetic ... Voir le document complet
6
Monte Carlo Chord Length Sampling for d-dimensional Markov binary mixtures
... kinds of non-stochastic sources will be considered: either an imposed normalized incident angular flux on the leakage sur- face at x = 0 (with zero interior sources), or a distributed ho- mogeneous and ... Voir le document complet
21
Asymptotically exact data augmentation : models and Monte Carlo sampling with applications to Bayesian inference
... problems. A typical example are recommendation systems that are based on the completion of a partially observed user/object matrix, which can be achieved by the joint estimation of latent factors and ... Voir le document complet
199
Monte Carlo with Determinantal Point Processes
... yield Monte Carlo methods with faster convergence rates than the typical N −1/2 , where N is the number of integrand ...associated with multivariate orthogonal polynomials, and we obtain root ... Voir le document complet
49
Monte-Carlo Hex
... applying Monte-Carlo methods to board games. A random simulation is random played ...while a knowledge-based pseudo-random player A usually played better than a random player B, ... Voir le document complet
9
Monte-Carlo Kakuro
... Nested Monte-Carlo Search at level 2 is better than Nested Monte-Carlo Search at level 1 which is better than Forward Checking which is in turn better than Iterative ...range from 1 to ... Voir le document complet
10
Reflexive Monte-Carlo Search
... Introduction Monte-Carlo methods have been applied with success to many ...has a huge search space ...of a global search tree has enabled Go programs such as C RAZY S TONE [2] and M OGO ... Voir le document complet
9
Monte Carlo Beam Search
... Figure 1 illustrates a level 1 Nested Monte- Carlo search. Three selections of moves at level 1 are shown. The leftmost tree shows that at the root all possible moves are tried and that for each ... Voir le document complet
7
Nested Monte-Carlo Search
... 2006]. A move consists in adding a circle such that a line containing five circles can be ...version a circle cannot be a part of two lines that have the same ...tested a level 4 ... Voir le document complet
6
Troc Combinatoire à Monte-Carlo
... de Monte-Carlo 1 Allocation Distribuée de Ressources Indivisibles Cet article s’intéresse au problème de partage de ressources indivisibles par des mécanismes distri- ...agents). A l’inverse des ... Voir le document complet
2
Méthodes de Monte-Carlo en finance
... où r s désigne le taux d’intérêt instantané, τ t,T l’ensemble des temps d’arrêt à valeurs dans [t, T ], Φ la fonction payoff et (F t ) une filtration donnée. cette for- mule telle qu’elle est explicitée est presque ... Voir le document complet
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