Neural Control Variates for Monte Carlo Variance Reduction

Ruosi Wan, Mingjun Zhong, Haoyi Xiong, Zhanxing Zhu. Neural Control Variates for Monte Carlo Variance Reduction. In Ulf Brefeld, Élisa Fromont, Andreas Hotho, Arno J. Knobbe, Marloes H. Maathuis, Céline Robardet, editors, Machine Learning and Knowledge Discovery in Databases - European Conference, ECML PKDD 2019, Würzburg, Germany, September 16-20, 2019, Proceedings, Part II. Volume 11907 of Lecture Notes in Computer Science, pages 533-547, Springer, 2019. [doi]

Abstract

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