Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization
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Publication:6154293
DOI10.1007/978-3-030-98319-2_10arXiv2006.07487OpenAlexW3034678031MaRDI QIDQ6154293
Chris J. Oates, Andrew B. Duncan, François-Xavier Briol, Shijing Si, Lawrence Carin
Publication date: 14 February 2024
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.07487
Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Stochastic programming (90C15)
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