87 citations · 415 across the 70 of their papers we have counts for
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stat.ME2014★ 8 cited
Control functionals for Monte Carlo integration
Chris J. Oates, Mark Girolami, Nicolas Chopin
A non-parametric extension of control variates is presented. These leverage gradient information on the sampling density to achieve substantial variance reduction. It is not requir…
stat.ME2014★ 12 cited
The Controlled Thermodynamic Integral for Bayesian Model Comparison
Chris J. Oates, Theodore Papamarkou, Mark Girolami
Bayesian model comparison relies upon the model evidence, yet for many models of interest the model evidence is unavailable in closed form and must be approximated. Many of the est…