Neural Control Variates for Variance Reduction

1 Jun 2018Ruosi WanMingjun ZhongHaoyi XiongZhanxing Zhu

In statistics and machine learning, approximation of an intractable integration is often achieved by using the unbiased Monte Carlo estimator, but the variances of the estimation are generally high in many applications. Control variates approaches are well-known to reduce the variance of the estimation... (read more)

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