Control Variates

Semi-exact control functionals from Sard’s method

Biometrika

June 2022 · Leah F South, Toni Karvonen, Christopher Nemeth, Mark Girolami, Chris J Oates

Control variates for stochastic gradient MCMC

Statistics and Computing

May 2019 · Jack Baker, Paul Fearnhead, Emily B Fox, Christopher Nemeth