Regularized zero-variance control variates (Q6650957)

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scientific article; zbMATH DE number 7956068
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Regularized zero-variance control variates
scientific article; zbMATH DE number 7956068

    Statements

    Regularized zero-variance control variates (English)
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    9 December 2024
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    Bayesian inference
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    controlled thermodynamic integration - CTI
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    curse of dimensionality
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    Markov chain Monte Carlo simulation
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    MCMC
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    Monte Carlo simulations
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    penalized regression
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    sequential Monte Carlo - SMC
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    Stein operator
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    variance reduction
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