Variance reduction for dependent sequences with applications to Stochastic Gradient MCMC

16 August 2020

Papers citing "Variance reduction for dependent sequences with applications to Stochastic Gradient MCMC"

5 / 5 papers shown

Title
Theoretical guarantees for neural control variates in MCMC Denis Belomestny Artur Goldman A. Naumov S. Samsonov BDL DRL 48 6 0 03 Apr 2023
Meta-learning Control Variates: Variance Reduction with Limited Data Z. Sun Chris J. Oates F. Briol BDL 94 9 0 08 Mar 2023
Doubly Robust Stein-Kernelized Monte Carlo Estimator: Simultaneous Bias-Variance Reduction and Supercanonical Convergence Henry Lam Haofeng Zhang 52 4 0 23 Oct 2021
Post-Processing of MCMC Leah F. South M. Riabiz Onur Teymur Chris J. Oates 92 18 0 30 Mar 2021
Empirical Variance Minimization with Applications in Variance Reduction and Optimal Control Denis Belomestny L. Iosipoi Q. Paris Nikita Zhivotovskiy 77 8 0 13 Dec 2017