Author

Michalis Tisias

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#machine learning Preprint Oct 2026

Transformed Samplers with Variance Reduction

Markov chain Monte Carlo (MCMC) methods are the standard tool for computing expectations under complex probability distributions. Control variates reduce the variance of the resulting estimates, but a good control variate requires solving the Poisson equation of the sampler, which rarely admits a closed-form solution....

Si-Ran Liu, Michalis Tisias, P. Dellaportas · 0 citations