Convergence rates for a class of estimators based on Stein's method
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Publication:1740521
DOI10.3150/17-BEJ1016zbMath1459.60064arXiv1603.03220WikidataQ128264111 ScholiaQ128264111MaRDI QIDQ1740521
Jon Cockayne, Chris J. Oates, François-Xavier Briol, Mark A. Girolami
Publication date: 30 April 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.03220
Nonparametric regression and quantile regression (62G08) Central limit and other weak theorems (60F05)
Related Items (11)
A Riemann-Stein kernel method ⋮ Unnamed Item ⋮ Stein's method meets computational statistics: a review of some recent developments ⋮ Variance reduction for Markov chains with application to MCMC ⋮ Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization ⋮ Convergence rates for a class of estimators based on Stein's method ⋮ Monte Carlo integration with a growing number of control variates ⋮ Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings ⋮ Optimal Monte Carlo integration on closed manifolds ⋮ Probabilistic integration: a role in statistical computation? ⋮ Variance reduction for Metropolis-Hastings samplers
Uses Software
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