Transformed Samplers with Variance Reduction
arXiv:2610.10870v1 Announce Type: new Abstract: 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…
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- 2026-10-09 04:00 · arXiv stat.ML
Transformed Samplers with Variance Reduction