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Control Functionals for Monte Carlo Integration - MaRDI portal

Control Functionals for Monte Carlo Integration (Q5743239)

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scientific article; zbMATH DE number 7052787
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English
Control Functionals for Monte Carlo Integration
scientific article; zbMATH DE number 7052787

    Statements

    title
    Control Functionals for Monte Carlo Integration (English)
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    author
    Chris J. Oates
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    Nicolas Chopin
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    Mark A. Girolami
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    publication date
    9 May 2019
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    zbMATH Keywords
    control variates
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    nonparametrics
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    reproducing kernel
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    Stein's identity
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    variance reduction
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    Identifiers

    DOI
    10.1111/rssb.12185
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    zbMATH DE Number
    7052787
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    OpenAlex ID
    W1632550705
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    arXiv ID
    1410.2392
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