Adaptive stratified Monte Carlo using decision trees

DOI10.1007/S11222-025-10731-6MaRDI QIDQ6924447zbMATH OpenFDO

Authors Nicolas Chopin, Hejin Wang, Mathieu Gerber

Publication date 29 September 2025

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11222-025-10731-6

zbMATH Keywords

control variatesdecision treesMonte Carlostratification

Mathematics Subject Classification ID

Graph theory (05C99) Monte Carlo methods (65C05)

Cites work

• A Modified Monte-Carlo Quadrature
• A Modified Monte-Carlo Quadrature. II
• A random forest guided tour
• A Stochastic Approximation Method
• Consistency of random forests
• Control functionals for Monte Carlo integration
• Higher-Order Monte Carlo through Cubic Stratification
• Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
• Monte Carlo and quasi-Monte Carlo sampling
• Problems in the Analysis of Survey Data, and a Proposal
• Some results on the complexity of numerical integration
• Speeding up Monte Carlo integration: control neighbors for optimal convergence
• The Elements of Statistical Learning
• The pseudo-marginal approach for efficient Monte Carlo computations

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