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Unbiased estimators and multilevel Monte Carlo

3 December 2015

Papers citing "Unbiased estimators and multilevel Monte Carlo"

34 / 34 papers shown

Title
Unbiased least squares regression via averaged stochastic gradient descent Nabil Kahalé 83 0 0 26 Jun 2024
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones? Guanyang Wang Jose Blanchet Peter Glynn 88 1 0 01 Apr 2024
Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes Miguel Alvarez Ajay Jasra Hamza Ruzayqat 53 0 0 16 Nov 2023
Unbiased Parameter Estimation for Partially Observed Diffusions Elsiddig Awadelkarim Ajay Jasra Hamza Ruzayqat 40 4 0 19 Sep 2023
Optimal distributions for randomized unbiased estimators with an infinite horizon and an adaptive algorithm C. Zheng Jiangtao Pan Qun Wang 26 2 0 16 Apr 2023
Quasi continuous level Monte Carlo for random elliptic PDEs C. Beschle A. Barth 66 2 0 15 Mar 2023
An Improved Unbiased Particle Filter Ajay Jasra Mohamed Maama H. Ombao 43 2 0 20 Feb 2023
Optimal randomized multilevel Monte Carlo for repeatedly nested expectations Yasa Syed Guanyang Wang 71 5 0 10 Jan 2023
A randomized multi-index sequential Monte Carlo method Xin Liang Shangda Yang S. Cotter K. Law 104 2 0 27 Oct 2022
Unbiased time-average estimators for Markov chains N. Kahalé 69 3 0 20 Sep 2022
Unbiased Estimation using Underdamped Langevin Dynamics Hamza Ruzayqat Neil K. Chada Ajay Jasra 70 6 0 14 Jun 2022
Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization T. Goda Wataru Kitade 84 3 0 04 Jun 2022
Conditional particle filters with bridge backward sampling Santeri Karppinen Sumeetpal S. Singh M. Vihola 95 8 0 27 May 2022
Unbiased Multilevel Monte Carlo methods for intractable distributions: MLMC meets MCMC Guanyang Wang T. Wang 89 15 0 11 Apr 2022
Unbiased Estimation of the Hessian for Partially Observed Diffusions Neil K. Chada Ajay Jasra Fangyuan Yu 83 2 0 06 Sep 2021
Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter Hamza Ruzayqat Neil K. Chada Ajay Jasra 82 5 0 09 Aug 2021
Randomized multilevel Monte Carlo for embarrassingly parallel inference Ajay Jasra K. Law Alexander Tarakanov Fangyuan Yu 53 2 0 05 Jul 2021
Unbiased Optimal Stopping via the MUSE Zhengqing Zhou Guanyang Wang Jose H. Blanchet Peter Glynn 75 6 0 04 Jun 2021
Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of Continuous-Time State-Space Models M. Ballesio Ajay Jasra 56 2 0 24 May 2021
On Unbiased Score Estimation for Partially Observed Diffusions J. Heng J. Houssineau Ajay Jasra 70 11 0 11 May 2021
On Unbiased Estimation for Discretized Models J. Heng Ajay Jasra K. Law Alexander Tarakanov 49 21 0 24 Feb 2021
Unbiased Estimation of the Gradient of the Log-Likelihood in Inverse Problems Ajay Jasra K. Law Deng Lu 77 16 0 10 Mar 2020
Unbiased Filtering of a Class of Partially Observed Diffusions Ajay Jasra K. Law Fangyuan Yu 60 23 0 10 Feb 2020
Unbiased Estimation of the Solution to Zakai's Equation Hamza M. Ruzayqat Ajay Jasra 68 3 0 04 Feb 2020
Optimal unbiased estimators via convex hulls N. Kahalé 94 3 0 06 Sep 2019
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 58 49 0 23 May 2019
Unbiased Multilevel Monte Carlo: Stochastic Optimization, Steady-state Simulation, Quantiles, and Other Applications Jose H. Blanchet Peter Glynn Yanan Pei 67 29 0 22 Apr 2019
Markov chain Monte Carlo importance samplers for Bayesian models with intractable likelihoods Jordan Franks 34 0 0 11 Apr 2019
Estimation and uncertainty quantification for the output from quantum simulators Ryan Bennink Ajay Jasra K. Law P. Lougovski 49 2 0 07 Mar 2019
Unbiased inference for discretely observed hidden Markov model diffusions Neil K. Chada Jordan Franks Ajay Jasra K. Law M. Vihola 91 29 0 26 Jul 2018
Unbiased Markov chain Monte Carlo with couplings Pierre E. Jacob J. O'Leary Yves F. Atchadé 126 73 0 11 Aug 2017
Smoothing with Couplings of Conditional Particle Filters Pierre E. Jacob Fredrik Lindsten Thomas B. Schon 138 55 0 08 Jan 2017
Importance sampling type estimators based on approximate marginal MCMC M. Vihola Jouni Helske Jordan Franks 108 25 0 08 Sep 2016
Coupling of Particle Filters Pierre E. Jacob Fredrik Lindsten Thomas B. Schon 99 24 0 03 Jun 2016