Regularized zero-variance control variates

DOI10.1214/22-BA1328MaRDI QIDQ6650957zbMATH OpenFDO

Authors L. F. South, Chris J. Oates, Antonietta Mira, C. C. Drovandi

Publication date 9 December 2024

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/22-BA1328

zbMATH Keywords

Bayesian inferencecontrolled thermodynamic integration - CTIcurse of dimensionalityMarkov chain Monte Carlo simulationMCMCMonte Carlo simulationspenalized regressionsequential Monte Carlo - SMCStein operatorvariance reduction

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Statistics (62-XX) Bayesian inference (62F15)

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Cited in

(2)

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