Error estimates and variance reduction for nonequilibrium stochastic dynamics.
Gabriel StoltzPublished in: CoRR (2022)
Keyphrases
- variance reduction
- error estimates
- monte carlo
- error estimation
- cross validation
- gradient estimation
- sample size
- importance sampling
- bias variance decomposition
- model selection
- quasi monte carlo
- error analysis
- provably correct
- confidence intervals
- dynamical systems
- naive bayes classifier
- data sets
- maximum likelihood
- support vector