Next week, I will present a general method for debiasing a Monte Carlo estimator. I will discuss the work of Don McLeish (2010) and some applications for variational inference (https://arxiv.org/abs/2004.00353). I may also give a few words about debiasing Multilevel Monte Carlo methods.
Slides will be shared by email before the presentation.
jiwoncpark
commented
4 years ago
Next week, I will present a general method for debiasing a Monte Carlo estimator. I will discuss the work of Don McLeish (2010) and some applications for variational inference (https://arxiv.org/abs/2004.00353). I may also give a few words about debiasing Multilevel Monte Carlo methods.
Slides will be shared by email before the presentation.