2 papers indexed here
We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.
Not the right person? Other researchers publish under this name.
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....
Assume that we would like to estimate the expected value of a function $F$ with respect to an intractable density $\pi$, which is specified up to some unknown normalising constant. We prove that if $\pi$ is close enough under KL divergence to another density $q$, an independent Metropolis sampler estimator that obtains...
We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.
