Optimal randomized multilevel Monte Carlo for repeatedly nested expectations

10 January 2023

Papers citing "Optimal randomized multilevel Monte Carlo for repeatedly nested expectations"

4 / 4 papers shown

Title
Efficient Learning for Entropy-Regularized Markov Decision Processes via Multilevel Monte Carlo Matthieu Meunier C. Reisinger Yufei Zhang 39 0 0 27 Mar 2025
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones? Guanyang Wang Jose Blanchet Peter Glynn 27 1 0 01 Apr 2024
Automated Efficient Estimation using Monte Carlo Efficient Influence Functions Raj Agrawal Sam Witty Andy Zane Eli Bingham 32 2 0 29 Feb 2024
Unbiased time-average estimators for Markov chains N. Kahalé 34 3 0 20 Sep 2022