Variance Reduction for Quasi-Monte Carlo

By Chris J. Oates, Mark A. Girolami. 2015

3 citations recorded by the source corpus.

How researchers see this paper

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1. Francis R. Bach
2. Arthur Gretton
3. Julien Mairal
4. Yoshua Bengio
5. Kenji Fukumizu
6. Aymeric Dieuleveut
7. Dacheng Tao
8. Bernhard Schölkopf

Citations in the corpus

• On the Equivalence between Quadrature Rules and Random Features (2015, methodology): “For these problems, techniques based on positive definite kernels have emerged as having the potential to efficiently deal with these situations, and to improve over plain Monte-Carlo integration (O’Hagan, 1991; Rasmussen and Ghahramani, 2003; Husz´ar and Duvenaud, 2012; Oates and Girolami, 2015).”