Pages that link to "Item:Q5743239"
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The following pages link to Control Functionals for Monte Carlo Integration (Q5743239):
Displayed 33 items.
- Variance reduction in Monte Carlo estimators via empirical variance minimization (Q1709870) (← links)
- Convergence rates for a class of estimators based on Stein's method (Q1740521) (← links)
- Adaptive importance sampling and control variates (Q2009326) (← links)
- Correlations between random projections and the bivariate normal (Q2036781) (← links)
- Importance sampling in reinforcement learning with an estimated behavior policy (Q2051319) (← links)
- Control variate selection for Monte Carlo integration (Q2058787) (← links)
- Variance reduction for Metropolis-Hastings samplers (Q2104009) (← links)
- Performance analysis of greedy algorithms for minimising a maximum mean discrepancy (Q2104022) (← links)
- Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
- A generalized approximate control variate framework for multifidelity uncertainty quantification (Q2123331) (← links)
- Data-driven low-fidelity models for multi-fidelity Monte Carlo sampling in plasma micro-turbulence analysis (Q2134812) (← links)
- Empirical variance minimization with applications in variance reduction and optimal control (Q2137023) (← links)
- Monte Carlo with determinantal point processes (Q2180388) (← links)
- Adaptive experiment design for probabilistic integration (Q2184342) (← links)
- Variance reduction for Markov chains with application to MCMC (Q2195839) (← links)
- Measuring sample quality with diffusions (Q2286455) (← links)
- Optimal Monte Carlo integration on closed manifolds (Q2302449) (← links)
- Probabilistic integration: a role in statistical computation? (Q2325605) (← links)
- A Riemann-Stein kernel method (Q2676917) (← links)
- Stein's method meets computational statistics: a review of some recent developments (Q2684693) (← links)
- Risk bounds when learning infinitely many response functions by ordinary linear regression (Q2686603) (← links)
- (Q4969241) (← links)
- Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC (Q4995114) (← links)
- A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family (Q4998968) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Collocation Methods and Beyond in Non-linear Mechanics (Q5053159) (← links)
- Bayesian Quadrature, Energy Minimization, and Space-Filling Design (Q5119636) (← links)
- A Perturbative Approach to Control Variates in Molecular Dynamics (Q5197621) (← links)
- Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation (Q5203974) (← links)
- Monte Carlo integration with a growing number of control variates (Q5205948) (← links)
- (Q5214176) (← links)
- Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models (Q5237167) (← links)
- Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization (Q6154293) (← links)