almost stochastic
on probability and optimization
home
about
archive
contact
skip to main

skip to sidebar
2016/01/17
An $L_2$ bound for Perfect Monte Carlo
Suppose that you sample from a probability measure $\pi$ to estimate the expectation $\pi(f) := \int f(x) \pi(\mbox{d}x)$ and formed an estimate $\pi^N(f)$. How close are you to the true expectation $\pi(f)$?
Read more »
Newer Posts
Older Posts
Home
my
personal webpage
.
rss
Posts
Atom
Posts
All Comments
Atom
All Comments
search
mathematics village
archive
►
2020
(1)
►
November 2020
(1)
►
2019
(1)
►
June 2019
(1)
▼
2016
(3)
►
October 2016
(1)
►
September 2016
(1)
▼
January 2016
(1)
An $L_2$ bound for Perfect Monte Carlo
►
2015
(2)
►
March 2015
(2)
►
2014
(3)
►
June 2014
(2)
►
January 2014
(1)
►
2013
(10)
►
November 2013
(2)
►
August 2013
(1)
►
July 2013
(2)
►
June 2013
(1)
►
May 2013
(4)
band pass filter
analysis
(3)
bayesian statistics
(2)
chaos
(1)
dynamical systems
(2)
inequalities
(1)
inverse problems
(1)
linear algebra
(1)
machine learning
(3)
matrix factorizations
(1)
maximumlikelihood
(4)
measure theory
(2)
monte carlo methods
(5)
optimization
(6)
probability
(2)
sequential monte carlo
(1)
stochastic differential equations
(1)
stochastic filtering
(1)
time series analysis
(3)
links
I'm a bandit
Math ∩ Programming
NonElephant Dynamics
Tricki
Xi'an's Og
Powered by
Blogger
.