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Vector-Valued Control Variates

Zhuo Sun, Alessandro Barp, François-Xavier Briol. Vector-Valued Control Variates. In Andreas Krause 0001, Emma Brunskill, KyungHyun Cho, Barbara Engelhardt, Sivan Sabato, Jonathan Scarlett, editors, International Conference on Machine Learning, ICML 2023, 23-29 July 2023, Honolulu, Hawaii, USA. Volume 202 of Proceedings of Machine Learning Research, pages 32819-32846, PMLR, 2023. [doi]

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