ﻻ يوجد ملخص باللغة العربية
We introduce a class of integral theorems based on cyclic functions and Riemann sums approximating integrals theorem. The Fourier integral theorem, derived as a combination of a transform and inverse transform, arises as a special case. The integral theorems provide natural estimators of density functions via Monte Carlo integration. Assessments of the quality of the density estimators can be used to obtain optimal cyclic functions which minimize square integrals. Our proof techniques rely on a variational approach in ordinary differential equations and the Cauchy residue theorem in complex analysis.
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 estimators, such that terms in an outer estimator themselves involve calcul
This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the discretization
An important task in machine learning and statistics is the approximation of a probability measure by an empirical measure supported on a discrete point set. Stein Points are a class of algorithms for this task, which proceed by sequentially minimisi
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 contexts call for some form of nested inference to be applied. In this pape
In this article we propose a novel MCMC method based on deterministic transformations T: X x D --> X where X is the state-space and D is some set which may or may not be a subset of X. We refer to our new methodology as Transformation-based Markov ch