Regularized Zero-Variance Control Variates

Regularized Zero-Variance Control Variates

13 November 2018

Antonietta Mira

Christopher C. Drovandi

Papers citing "Regularized Zero-Variance Control Variates"

13 / 13 papers shown

Title
Training neural control variates using correlated configurations Hyunwoo Oh BDL 46 0 0 12 May 2025
Auto-Evaluation with Few Labels through Post-hoc Regression Benjamin Eyre David Madras 85 1 0 19 Nov 2024
Pathwise Gradient Variance Reduction with Control Variates in Variational Inference Kenyon Ng Susan Wei BDL 26 0 0 08 Oct 2024
Risk-neutral limit of adaptive importance sampling of random stopping times Carsten Hartmann Annika Joster 23 0 0 13 Feb 2024
Control Variates for MCMC Leah South Matthew Sutton 20 0 0 12 Feb 2024
Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates Rémi Leluc Aymeric Dieuleveut Franccois Portier Johan Segers Aigerim Zhuman 23 6 0 02 Feb 2024
For how many iterations should we run Markov chain Monte Carlo? C. Margossian Andrew Gelman 19 6 0 05 Nov 2023
When can Regression-Adjusted Control Variates Help? Rare Events, Sobolev Embedding and Minimax Optimality Jose H. Blanchet Haoxuan Chen Yiping Lu Lexing Ying 41 3 0 25 May 2023
Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence Rémi Leluc Franccois Portier Johan Segers Aigerim Zhuman 30 7 0 10 May 2023
Theoretical guarantees for neural control variates in MCMC Denis Belomestny Artur Goldman A. Naumov S. Samsonov BDL DRL 13 6 0 03 Apr 2023
Meta-learning Control Variates: Variance Reduction with Limited Data Z. Sun Chris J. Oates F. Briol BDL 49 9 0 08 Mar 2023
Doubly Robust Stein-Kernelized Monte Carlo Estimator: Simultaneous Bias-Variance Reduction and Supercanonical Convergence Henry Lam Haofeng Zhang 19 3 0 23 Oct 2021
Variance reduction for additive functional of Markov chains via martingale representations Denis Belomestny Eric Moulines S. Samsonov 9 1 0 18 Mar 2019