Computation of conditional expectations with guarantees

DOI10.1007/s10915-023-02130-8arXiv2112.01804OpenAlexW4321254568MaRDI QIDQ6159022

Balint Gersey, Patrick Cheridito

Publication date: 20 June 2023

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.01804

zbMATH Keywords

Monte Carlo methodsconditional expectationleast squares regressionnumerical guaranteestrustworthy AI

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) General nonlinear regression (62J02) Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05) Error analysis and interval analysis (65G99)

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