cs.LG, stat.CO, stat.ML

Score-Repellent Monte Carlo: Toward Efficient Non-Markovian Sampler with Constant Memory in General State Spaces

arXiv:2604.22948v1 Announce Type: cross
Abstract: History-dependent sampling can reduce long-run Monte Carlo variance by discouraging redundant revisits, but existing schemes typically encode history through empirical measure on finite state spaces, w…