Search Results for author: Artur Goldman

Found 2 papers, 1 papers with code

Theoretical guarantees for neural control variates in MCMC

no code implementations3 Apr 2023 Denis Belomestny, Artur Goldman, Alexey Naumov, Sergey Samsonov

In this paper, we propose a variance reduction approach for Markov chains based on additive control variates and the minimization of an appropriate estimate for the asymptotic variance.

Cannot find the paper you are looking for? You can Submit a new open access paper.