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Doubly Robust Stein-Kernelized Monte Carlo Estimator: Simultaneous Bias-Variance Reduction and Supercanonical Convergence.
Henry Lam
Haofeng Zhang
Published in:
J. Mach. Learn. Res. (2023)
Keyphrases
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variance reduction
monte carlo
importance sampling
gradient estimation
stochastic approximation
bias variance decomposition
quasi monte carlo
monte carlo simulation
markov chain
policy evaluation
sample size
particle filter
video sequences
convergence rate