Multi-fidelity Monte Carlo: a pseudo-marginal approach

4 October 2022

Papers citing "Multi-fidelity Monte Carlo: a pseudo-marginal approach"

4 / 4 papers shown

Title
Accelerating Look-ahead in Bayesian Optimization: Multilevel Monte Carlo is All you Need Shangda Yang Vitaly Zankin Maximilian Balandat Stefan Scherer Kevin Carlberg Neil S. Walton Kody J. H. Law 58 2 0 03 Feb 2024
Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometry A. Maurais Terrence Alsup Benjamin Peherstorfer Youssef Marzouk 7 7 0 31 Jan 2023
A randomized multi-index sequential Monte Carlo method Xin Liang Shangda Yang S. Cotter K. Law 52 2 0 27 Oct 2022
A correlated pseudo-marginal approach to doubly intractable problems Yu Yang M. Quiroz Robert Kohn S. Sisson 14 1 0 06 Oct 2022