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Found 6 papers, 0 papers with code
Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates
Spherical harmonics are polynomials on the sphere that form an orthonormal basis of the set of square-integrable functions on the sphere.
A Quadrature Rule combining Control Variates and Adaptive Importance Sampling
Within the standard adaptive importance sampling framework, a simple weighted least squares approach is proposed to improve the procedure with control variates.
Concentration bounds for the empirical angular measure with statistical learning applications
The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins.
Risk bounds when learning infinitely many response functions by ordinary linear regression
Consider the problem of learning a large number of response functions simultaneously based on the same input variables.
Control variate selection for Monte Carlo integration
Monte Carlo integration with variance reduction by means of control variates can be implemented by the ordinary least squares estimator for the intercept in a multiple linear regression model with the integrand as response and the control variates as covariates.
Statistics Theory Statistics Theory
Bayesian inference for bivariate ranks
A recommender system based on ranks is proposed, where an expert's ranking of a set of objects and a user's ranking of a subset of those objects are combined to make a prediction of the user's ranking of all objects.
