A minimax near-optimal algorithm for adaptive rejection sampling

MaRDI QIDQ7034404zbMATH OpenFDO

Authors Juliette Achddou, Joseph Lam-Weil, Alexandra Carpentier, Gilles Blanchard

Publication date 31 January 2025

Full work available at URL https://proceedings.mlr.press/v98/achddou19a.html

zbMATH Keywords

active learningadaptive rejection samplingminimax ratesMonte-Carlo algorithm

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05)

Cites work

• A generalization of the adaptive rejection sampling algorithm
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• An introduction to MCMC for machine learning
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• Nonparametric Importance Sampling
• The Monte Carlo Method

Cited in

(1)

• Speeding up Monte Carlo integration: control neighbors for optimal convergence

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