Regularized zero-variance control variates
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Publication:6650957
DOI10.1214/22-ba1328MaRDI QIDQ6650957
Chris J. Oates, Christopher C. Drovandi, L. F. South, Antonietta Mira
Publication date: 9 December 2024
Published in: Bayesian Analysis (Search for Journal in Brave)
Monte Carlo simulationsvariance reductioncurse of dimensionalityBayesian inferenceMCMCpenalized regressionMarkov chain Monte Carlo simulationStein operatorcontrolled thermodynamic integration - CTIsequential Monte Carlo - SMC
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Statistics (62-XX)
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