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]

@inproceedings{WanZXZ19,
  title = {Neural Control Variates for Monte Carlo Variance Reduction},
  author = {Ruosi Wan and Mingjun Zhong and Haoyi Xiong and Zhanxing Zhu},
  year = {2019},
  doi = {10.1007/978-3-030-46147-8_32},
  url = {https://doi.org/10.1007/978-3-030-46147-8_32},
  researchr = {https://researchr.org/publication/WanZXZ19},
  cites = {0},
  citedby = {0},
  pages = {533-547},
  booktitle = {Machine Learning and Knowledge Discovery in Databases - European Conference, ECML PKDD 2019, Würzburg, Germany, September 16-20, 2019, Proceedings, Part II},
  editor = {Ulf Brefeld and Élisa Fromont and Andreas Hotho and Arno J. Knobbe and Marloes H. Maathuis and Céline Robardet},
  volume = {11907},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-030-46147-8},
}