132 citations · 182 across the 6 of their papers we have counts for
Showing cs.LGShow all
2 papers · 1 filter
cs.LG2020
Neural Control Variates
Thomas Müller, Fabrice Rousselle, Jan Novák +1
We propose neural control variates (NCV) for unbiased variance reduction in parametric Monte Carlo integration. So far, the core challenge of applying the method of control variate…
cs.LG2018
Neural Importance Sampling
Thomas Müller, Brian McWilliams, Fabrice Rousselle +2
We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend…