Presentation
Regression-based Monte Carlo Integration
SessionTechnical Papers
Event Type
Technical Paper
Research & Education
Virtual
Full Conference Supporter
Full Conference
Virtual Conference Supporter
Virtual Conference
Exhibitor Additional Full Conference
Exhibitor Full Conference
Time
Location
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.
