How many inner simulations to compute conditional expectations with least-square Monte Carlo?

9 September 2022

Papers citing "How many inner simulations to compute conditional expectations with least-square Monte Carlo?"

3 / 3 papers shown

Title
Nested Expectations with Kernel Quadrature Zonghao Chen Masha Naslidnyk F. Briol 36 0 0 25 Feb 2025
Conditional Bayesian Quadrature Zonghao Chen Masha Naslidnyk Arthur Gretton F. Briol TPM 45 3 0 24 Jun 2024
Meta-learning Control Variates: Variance Reduction with Limited Data Z. Sun Chris J. Oates F. Briol BDL 46 9 0 08 Mar 2023