Theoretical guarantees for neural control variates in MCMC.

Denis Belomestny Artur Goldman Alexey Naumov Sergey Samsonov

Published in: Math. Comput. Simul. (2024)

Keyphrases

theoretical guarantees
neural network
worst case
network architecture
optimal solution
control system
least squares
bayesian inference
probabilistic model
linear programming
control strategy
bregman divergences