Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization-Reference-Cited by-同舟云学术

Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization

Published:2022 Issue: Volume: Page:205-221
ISSN:2194-1009
Container-title:Springer Proceedings in Mathematics & Statistics
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Author:

Si Shijing,Oates Chris. J.,Duncan Andrew B.,Carin Lawrence,Briol François-Xavier

Publisher

Springer International Publishing

Link

https://link.springer.com/content/pdf/10.1007/978-3-030-98319-2_10

Reference56 articles.

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3. Baker, J., Fearnhead, P., Fox, E.B., Nemeth, C.: Control variates for stochastic gradient MCMC. Stat. Comput. 29, 599–615 (2019)

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5. Barp, A., Briol, F.X., Duncan, A.B., Girolami, M., Mackey, L.: Minimum Stein discrepancy estimators. In: Neural Information Processing Systems, pp. 12964–12976 (2019)

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