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Neural control variates for Monte Carlo variance reduction

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
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. pp. 533-547 .

Record type: Conference or Workshop Item (Paper)

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More information

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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