#

control-variates

Here are 11 public repositories matching this topic...

agadetsky / pytorch-pl-variance-reduction

Low-variance Black-box Gradient Estimates for the Plackett-Luce Distribution, AAAI 2020 and NeurIPS 2019 Bayesian Deep Learning Workshop

pytorch relax permutations rebar structure-learning variance-reduction directed-acyclic-graph control-variates neurips-2019 aaai2020 plackett-luce plackett-luce-distribution

Updated Jan 12, 2021
Jupyter Notebook

viltrum-mitsuba

mcrescas / viltrum-mitsuba

This repository contains the source code of the paper Primary-Space Adaptive Control Variates using Piecewise-Polynomial Approximations by Miguel Crespo, Adrian Jarabo, and Adolfo Muñoz from ACM Transactions on Graphics.

rendering numerical-integration quadrature-rules control-variates piecewise-polynomial

Updated Apr 14, 2022
C++

adolfomunoz / viltrum

VILTRUM: Varied Integration Layouts for arbiTRary integrals in a Unified Manner - A C++17 header-only library that provides a set of numerical integration routines

rendering numerical-integration control-variates piecewise-polynomial adaptive-quadrature

Updated Apr 28, 2022
C++

msabvid / Deep-PDE-Solvers

Unbiased Deep Learning based Solvers for parametric PDEs

pytorch option-pricing pde-solver control-variates

Updated Oct 11, 2021
Python

lehduong / Job-Scheduling-with-Reinforcement-Learning

Learning in Noisy MDP (which is governed by stochastic, exogenous input processes) with input-dependent baseline

reinforcement-learning pytorch policy-gradient load-balance control-variates job-scheduling

Updated Aug 7, 2020
Python

wmkouw / ctrl-iwxval

Controlled importance-weighted cross-validation

cross-validation regularization covariate-shift control-variates sampling-variance

Updated Sep 6, 2019
MATLAB

juliusberner / robust_kolmogorov

Robust SDE-Based Variational Formulations for Solving Linear PDEs via Deep Learning (ICML 2022)

machine-learning deep-learning neural-network pytorch partial-differential-equations numerical-methods stochastic-differential-equations robustness control-variates weights-and-biases

Updated Aug 10, 2022
Python

andreagrbic / master_rad_matf

Vrednovanje azijskih opcija

finance options monte-carlo-simulation option-pricing exotic-option financial-mathematics montecarlo-simulation control-variates asian-option antithetic-variates

Updated Jan 12, 2023
R

hamzaelsaawy / ImportanceSampling

Importance sampling with control variates on top of Distributions.jl

monte-carlo importance-sampling control-variates mixture-distributions

Updated Mar 16, 2018
Julia

lx10077 / rlpy

A pytorch-version implementation of RL algorithms. Now it collects TRPO, ClipPPO, A2C, GAIL and ADCV.

reinforcement-learning pytorch trpo ppo a2c control-variates mujoco-environments

Updated Oct 27, 2019
Python

sverdoot / control-variates

Project on using control variates for bayesian neural networks

variance-reduction bayesian-neural-networks control-variates

Updated Jan 29, 2021
Jupyter Notebook

Improve this page

Add a description, image, and links to the control-variates topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the control-variates topic, visit your repo's landing page and select "manage topics."