Variance Reduction

The controlled thermodynamic integral for Bayesian model evidence evaluation
Approximation of the model evidence is well known to be challenging. One promising approach is based on thermodynamic integration, but …
Chris J. Oates, Theodore Papamarkou, Mark Girolami
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Monte Carlo methods and zero variance principle
The principle dates back to 1999, when it was introduced in the physics literature by [3]. The physical nomenclature would broadly …
Theodore Papamarkou, Antonietta Mira, Mark Girolami
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Zero variance differential geometric Markov chain Monte Carlo algorithms
Differential geometric Markov Chain Monte Carlo (MCMC) strategies exploit the geometry of the target to achieve convergence in fewer …
Theodore Papamarkou, Antonietta Mira, Mark Girolami
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