75 citations · 146 across the 8 of their papers we have counts for
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stat.CO2017★ 35 cited
On Nesting Monte Carlo Estimators
Tom Rainforth, Robert Cornish, Hongseok Yang +2
Many problems in machine learning and statistics involve nested expectations and thus do not permit conventional Monte Carlo (MC) estimation. For such problems, one must nest estim…
stat.CO2016★ 6 cited
On the Pitfalls of Nested Monte Carlo
Tom Rainforth, Robert Cornish, Hongseok Yang +1
There is an increasing interest in estimating expectations outside of the classical inference framework, such as for models expressed as probabilistic programs. Many of these conte…