Control Variates for Constrained Variables
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DOI: 10.1109/lsp.2022.3221347
Abstract: Numerical Bayesian inference methods typified by Markov chain Monte Carlo generate a set of samples from a probability distribution. When using real-valued samples to approximate the expectation of a random variable, the variance of the… read more here.
Keywords: constrained variables; variates constrained; variance; control variates ... See more keywords