Control variates for quasi-Monte Carlo

By Fred J. Hickernell, Christiane Lemieux, Art B. Owen. 2005

80 citations recorded by the source corpus.

Subfields: Numerical Analysis, Statistics and Probability, Surfaces, Coatings and Films

View Paper: https://www.semanticscholar.org/paper/2590d61df562aad11c3ec4d06a3ef042da69eb1c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Numerical Analysis

1. Chris J. Oates
2. Mark A. Girolami
3. Tommaso Cai
4. Lawrence D. Brown
5. Anru R. Zhang
6. Christiane Lemieux
7. Qiang Liu
8. Csaba Szepesvari

In Statistics and Probability

1. Chris J. Oates
2. Mark A. Girolami
3. Lawrence D. Brown
4. Tommaso Cai
5. Anru R. Zhang
6. Christiane Lemieux
7. Qiang Liu
8. M. Thulin

In Surfaces, Coatings and Films

1. Tommaso Cai
2. Lawrence D. Brown
3. Anru R. Zhang
4. Christiane Lemieux

Citations in the corpus

• Semi-supervised inference: General theory and estimation of means (2016, methodology): “, Kuchibhotla, A. K., and Zhao, L. (2016). Models as approximations—part ii: A general theory of model-robust regression. arXiv preprint arXiv:1612.03257. Buja, A., Berk, R., Brown, L., George, E., Pitkin, E., Traskin, M., Zhan, K., and Zhao, L. (2014). Models as approximations, part i: A conspiracy”
• A Multilevel Approach to Control Variates (2009, unknown): “This finding contrasts with the results of Hickernell et al. (2003) who indicate, in the case of control variates with known mean, that the error reduction under RQMC sampling may not be as great as it is in the simple random Monte Carlo case.”
• Monte Carlo and Quasi-Monte Carlo Sampling (2009, methodology): “2, μc denotes the expectation of the control variable – which is modified by the use of randomized quasi-Monte Carlo [171].”
• Control Functionals for Quasi-Monte Carlo Integration (2015, background): “When x has the interpretation of a random variable, ψ(x) is classically known as a ‘control variate’ [14].”