Regression-based Monte Carlo Integration
Event Type
Technical Paper
Interest Areas
Research & Education
Presentation Types
In Person
Registration Categories
Full Conference Supporter
Full Conference
Exhibitor Additional Full Conference
Exhibitor Full Conference
This session WILL NOT be recorded.
TimeTuesday, 9 August 20229:45am - 9:53am PDT
LocationEast Building, Ballroom C
DescriptionMonte Carlo estimation involves computing the expected value (i.e., a constant function) from the stochastic evaluations of the integrand. We show that it is possible to use a more complex function than a constant one to construct a provably more efficient control-variate estimator for Monte Carlo integration.