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Everything about Control variates
Technique for increasing the precision of estimates in Monte Carlo experiments
The control variates method is a variance reduction technique used in Monte Carlo methods. It exploits information about the errors in estimates of known quantities to reduce the error of an estimate of an unknown quantity. Wikipedia →
🧠Start here: a 6-step reading path
- Read the overview: Control variatesA 5-minute orientation
- Skim a recent paper: Reliability analysis with cross-entropy based adaptive Markov chain importance sampling and control variatesInfluential work since 2022
- Pick up a classic book: Darwin's childrenThe most-reprinted book on the subject
- Read the landmark paper: Constructing a Control Group Using Multivariate Matched Sampling Methods That Incorporate the Propensity ScoreCited 7,926 times
- Go sideways: Fisher transformationA closely related topic
- Go sideways: Antithetic variatesA closely related topic
đź“– Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
Constructing a Control Group Using Multivariate Matched Sampling Methods That Incorporate the Propensity Score
Neural control variates
Control Variates for Probability and Quantile Estimation
Control Variates for Quasi-Monte Carlo
Control Variates for Quantile Estimation
Control variates for stochastic gradient MCMC
Image-space control variates for rendering
Recursive Control Variates for Inverse Rendering
🆕 Influential since 2022
Reliability analysis with cross-entropy based adaptive Markov chain importance sampling and control variates
Precision redshift-space galaxy power spectra using Zel'dovich control variates
On the optimization of approximate control variates with parametrically defined estimators
Mitigating the noise of DESI mocks using analytic control variates
Adaptive Safety Evaluation for Connected and Automated Vehicles With Sparse Control Variates
đź“š Books worth reading
Darwin's childrenGreg Bear, Jean-Daniel Brèque · 2001
Nonlinear Approaches In Engineering ApplicationsLiming Dai · 2011
Dynamic OptimizationMorton I. Kamien, Nancy L. Schwartz · 1981
Combinatorial OptimizationBernhard Korte, Jens Vygen · 2005
Language and controlRoger Fowler · 1979
Variational methods in optimum control theoryYurii Petrovich Petrov · 1968
Partial Differential Equations and the Calculus of VariationsCOLOMBINI, MARINO · 2012
Representation and control of infinite dimensional systemsAlain Bensoussan, Giuseppe Da Prato · 1992
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
đź”— Related topics
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