Neural control variates for Monte Carlo variance reduction
Neural control variates for Monte Carlo variance reduction
533-547
Wan, Ruosi
d6cdf439-669f-4e34-b736-90fb87044a80
Zhong, Mingjun
bbbb382a-d562-4071-ad3c-c315371f117d
Xiong, Haoyi
ce4ad3c5-7887-4830-941c-02e593f20dae
Zhu, Zhanxing
e55e7385-8ba2-4a85-8bae-e00defb7d7f0
2020
Wan, Ruosi
d6cdf439-669f-4e34-b736-90fb87044a80
Zhong, Mingjun
bbbb382a-d562-4071-ad3c-c315371f117d
Xiong, Haoyi
ce4ad3c5-7887-4830-941c-02e593f20dae
Zhu, Zhanxing
e55e7385-8ba2-4a85-8bae-e00defb7d7f0
Wan, Ruosi, Zhong, Mingjun, Xiong, Haoyi and Zhu, Zhanxing
(2020)
Neural control variates for Monte Carlo variance reduction.
In Proceedings of Machine Learning and Knowledge Discovery in Databases.
.
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Published date: 2020
Venue - Dates:
European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, , Wurzburg, Germany, 2019-09-16 - 2019-09-20
Identifiers
Local EPrints ID: 486250
URI: http://eprints.soton.ac.uk/id/eprint/486250
PURE UUID: e7ccb0cb-9524-4b76-8495-423a4438fa45
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Date deposited: 16 Jan 2024 17:31
Last modified: 17 Mar 2024 06:51
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Contributors
Author:
Ruosi Wan
Author:
Mingjun Zhong
Author:
Haoyi Xiong
Author:
Zhanxing Zhu
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