Theoretical guarantees for neural control variates in MCMC

DOI10.1016/j.matcom.2024.01.019arXiv2304.01111WikidataQ128571208 ScholiaQ128571208MaRDI QIDQ6129489

S. P. Samsonov, Artur Goldman, Denis Belomestny, Alexey Naumov

Publication date: 17 April 2024

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2304.01111

zbMATH Keywords

MCMCcontrol variatesStein operatordeep neural networksvariance reductions

Mathematics Subject Classification ID

Statistics (62-XX) Systems theory; control (93-XX)

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