Control Functionals for Monte Carlo Integration
type: Item
instance of: scholarly article
title: Control Functionals for Monte Carlo Integration
zbMATH Open document ID: 1411.62088
author: Chris J. Oates
author: Nicolas Chopin
author: M. Girolami
published in: Journal of the Royal Statistical Society Series B: Statistical Methodology
publication date: 2019-05-09T00:00:00Z
full work available at URL: https://arxiv.org/abs/1410.2392
full work available at URL: http://hdl.handle.net/10044/1/66156
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 7052787
zbMATH Keywords: control variates
zbMATH Keywords: nonparametrics
zbMATH Keywords: reproducing kernel
zbMATH Keywords: Stein's identity
zbMATH Keywords: variance reduction
MaRDI profile type: Publication
OpenAlex ID: W1632550705
arXiv ID: 1410.2392
DOI: 10.1111/RSSB.12185
description: scientific article; zbMATH DE number 7052787